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
Access Full Article
top
How to cite
topDuncan, Tyrone E., Mandl, Petr, and Pasik-Duncan, Bożenna. "On least squares estimation in continuous time linear stochastic systems." Kybernetika 28.3 (1992): 169-180. <http://eudml.org/doc/27741>.
@article{Duncan1992,
author = {Duncan, Tyrone E., Mandl, Petr, Pasik-Duncan, Bożenna},
journal = {Kybernetika},
keywords = {stochastic linear system; Wiener process; matrix-valued polynomials; empirical covariance function; linear feedback controls; strong consistency; identification; self-tuning},
language = {eng},
number = {3},
pages = {169-180},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On least squares estimation in continuous time linear stochastic systems},
url = {http://eudml.org/doc/27741},
volume = {28},
year = {1992},
}
TY - JOUR
AU - Duncan, Tyrone E.
AU - Mandl, Petr
AU - Pasik-Duncan, Bożenna
TI - On least squares estimation in continuous time linear stochastic systems
JO - Kybernetika
PY - 1992
PB - Institute of Information Theory and Automation AS CR
VL - 28
IS - 3
SP - 169
EP - 180
LA - eng
KW - stochastic linear system; Wiener process; matrix-valued polynomials; empirical covariance function; linear feedback controls; strong consistency; identification; self-tuning
UR - http://eudml.org/doc/27741
ER -
References
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
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.