A martingale Kronecker lemma and parameter estimation for linear systems

被引：5
|
作者：
Elliott, RJ [1 ]
Moore, JB
机构：
[1] Univ Alberta, Dept Math Sci, Edmonton, AB T6G 2G1, Canada
[2] Univ Adelaide, Dept Appl Math, Adelaide, SA 5005, Australia
[3] Australian Natl Univ, Dept Syst Engn, Canberra, ACT 0200, Australia
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1998年 / 43卷 / 09期
基金：
加拿大自然科学与工程研究理事会;
关键词：
D O I：
10.1109/9.718612
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A continuous-time martingale Kronecker lemma is proved and used to discuss parameter estimates for linear systems.
引用
收藏
页码：1263 / 1265
页数：3
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