A convergent approximation of the continuous-time optimal parameter estimator

DOI10.1109/9.250522zbMath0776.93062OpenAlexW2169128423MaRDI QIDQ5288763

D. M. Wiberg, Douglas G. Dewolf

Publication date: 22 August 1993

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

Full work available at URL: https://doi.org/10.1109/9.250522

zbMATH Keywords

likelihood functioncontinuous-timecontinuous-time linear stochastic systems

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Model systems in control theory (93C99)

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