Parameter estimation in stochastic systems: some recent results and applications

Borkar, Vivek S. (1982) Parameter estimation in stochastic systems: some recent results and applications Systems & Control Letters, 1 (4). pp. 221-226. ISSN 0167-6911

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Official URL: http://www.sciencedirect.com/science/article/pii/S...

Related URL: http://dx.doi.org/10.1016/S0167-6911(82)80001-7

Abstract

Some recent work on the characterization of almost sure limit sets for maximum likelihood estimates for stochastic systems is reviewed. Applications to allied topics such as input selection for identification, model selection, self-tuning etc. are briefly discussed.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Likelihood; Estimation; Consistency; Self-tuning control; Identifiability
ID Code:81411
Deposited On:06 Feb 2012 09:56
Last Modified:06 Feb 2012 09:56

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