Maximum likelihood estimation for discrete-time processes with finite state space ; a linear case
Annales scientifiques de l'Université de Clermont. Mathématiques (1981)
- Volume: 69, Issue: 19, page 229-236
- ISSN: 0249-7042
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top- [1] B. Sagalovsky. "Adaptive ControZ and Parameter Estimation in Markov Chains: α Linear Case ". Internal Report USB/79/12, Univ. Simón Bolívar, Caracas, 1979. To appear, IEEE Trans.on Aut.Control, 1981. Zbl0479.93061
- [2] P. Mandl, "Estimation and ControZ in Markov Chains ", Adv.Appl.Prob., 6, 40-60, 1979. Zbl0281.60070MR339876
- [3] V. Borkar, P. Varaiya, "Adaptive ControZ of Markov Chains . I: Finite Parameter- Set", IEEE Trans. on Aut. Control, AC-24, 953-958, 1979. Zbl0416.93065MR566454
- [4] J. Neveu, "Discrete-Parameter Martingales", North Holl. Pub. Co., 1975. Zbl0345.60026MR402915
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