PARAMETER ESTIMATION IN CONTINUOUS-TIME STOCHASTIC PROCESSES.

被引：28

|

作者：

Borkar, Vivek

Bagchi, Arunabha

机构：

来源：

Stochastics | 1982年 / 8卷 / 03期

关键词：

Compendex;

D O I：

10.1080/17442508208833238

中图分类号：

学科分类号：

摘要：

MATHEMATICAL STATISTICS

引用

收藏

页码：193 / 212

相关论文

共 50 条

[21] ON FUNCTIONAL CENTRAL LIMIT-THEOREMS FOR CERTAIN CONTINUOUS-TIME PARAMETER STOCHASTIC-PROCESSES
SEN, PK
TSONG, Y
JOURNAL OF MULTIVARIATE ANALYSIS, 1980, 10 (03) : 371 - 378
[22] PARAMETER-ESTIMATION FOR CONTINUOUS-TIME MODELS - A SURVEY
YOUNG, P
AUTOMATICA, 1981, 17 (01) : 23 - 39
[23] INSTRUMENTAL VARIABLES AND LSM IN CONTINUOUS-TIME PARAMETER ESTIMATION
Escobar, Jesica
Enqvist, Martin
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2017, 23 (02) : 427 - 442
[24] A Nonlinear Stochastic Filter for Continuous-Time State Estimation
Ghoreyshi, Atiyeh
Sanger, Terence D.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 60 (08) : 2161 - 2165
[25] Continuous-time Stochastic Modeling and Estimation of Electricity Load
Khatami, Roohallah
Parvania, Masood
Khargonekar, Pramod
Narayan, Akil
2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2018, : 3988 - 3993
[26] Distributed order estimation for continuous-time stochastic systems
Zhu, Xinghua
Liu, Zhixin
Hu, Xiaoming
CONTROL THEORY AND TECHNOLOGY, 2024, 22 (03) : 406 - 418
[27] Parameter and state estimation in nonlinear stochastic continuous-time dynamic models with unknown disturbance intensity
Varziri, M. S.
McAuley, K. B.
McLellan, P. J.
CANADIAN JOURNAL OF CHEMICAL ENGINEERING, 2008, 86 (05): : 828 - 837
[28] Continuous stochastic logic characterizes bisimulation of continuous-time Markov processes
Desharnais, J
Panangaden, P
JOURNAL OF LOGIC AND ALGEBRAIC PROGRAMMING, 2003, 56 (1-2): : 99 - 115
[29] STOCHASTIC DIFFERENTIAL EQUATIONS OCCURRING IN ESTIMATION OF CONTINUOUS PARAMETER STOCHASTIC PROCESSES
KALLIANPUR, G
STRIEBEL, C
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1969, 14 (04): : 567 - +
[30] INVARIANCE, MINIMAX SEQUENTIAL ESTIMATION, AND CONTINUOUS-TIME PROCESSES
KIEFER, J
ANNALS OF MATHEMATICAL STATISTICS, 1957, 28 (03): : 573 - 601

← 1 2 3 4 5 →