A martingale Kronecker lemma and parameter estimation for linear systems

DOI10.1109/9.718612zbMath0957.93078OpenAlexW2004987682WikidataQ125019449 ScholiaQ125019449MaRDI QIDQ4507202

Robert J. Elliott, John B. Moore

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.718612

zbMATH Keywords

parameter estimationstrong consistencymartingale Kronecker lemmapartially observed linear systems

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Strong limit theorems (60F15) Identification in stochastic control theory (93E12) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

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