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Duncan, Tyrone E. ; Mandl, Petr ; Pasik-Duncan, Bożenna
On least squares estimation in continuous time linear stochastic systems. (English). Kybernetika, vol. 28 (1992), issue 3, pp. 169-180
MSC: 60G35, 60H10, 62M09, 93E10, 93E12, 93E24 | MR 1174654 | Zbl 0781.93085
References:
[1] M. Boschková: Self-tuning control of stocharic systems in premence of drift. Kybernetika 24 (1988), 5, 347 - 362. MR 0970212
[2] T. E. Duncan, B. Pasik-Duncan: Adaptive control of continous-time linear stochastic systems. Math. Control Signals Systems 9 (1990), 45 - 60. MR 1027320
[3] P. Mandl T. E. Duncan, B. Pasik-Duncan: On the consistency of a least squares identification procedure. Kybernetika 24 (1988), 5, 340 - 346. MR 0970211
[4] 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. MR 1236071 | Zbl 0689.93059
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