On least squares estimation in continuous time linear stochastic systems
Tyrone E. Duncan; Petr Mandl; Bożenna Pasik-Duncan
Kybernetika (1992)
- Volume: 28, Issue: 3, page 169-180
- ISSN: 0023-5954
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top- M. Boschková, Self-tuning control of stocharic systems in premence of drift, Kybernetika 24 (1988), 5, 347 - 362. (1988) MR0970212
- T. E. Duncan, B. Pasik-Duncan, Adaptive control of continous-time linear stochastic systems, Math. Control Signals Systems 9 (1990), 45 - 60. (1990) MR1027320
- P. Mandl T. E. Duncan, B. Pasik-Duncan, On the consistency of a least squares identification procedure, Kybernetika 24 (1988), 5, 340 - 346. (1988) MR0970211
- P. Mandl, Consistency of estimators in controlled systems, In: Stochastic Differential Systems (N. Christopeit, K. Helmes and M. Kohlmann, eds.), Springer-Verlag, Berlin - Heidelberg 1989, pp. 227 - 234. (1989) Zbl0689.93059MR1236071