Geodesic
On least squares estimation in continuous time linear stochastic systems
Kybernetika, Tome 28 (1992) no. 3, pp. 169-180 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 60G35, 60H10, 62M09, 93E10, 93E12, 93E24 
@article{KYB_1992_28_3_a0,
     author = {Duncan, Tyrone E. and Mandl, Petr and Pasik-Duncan, Bo\.zenna},
     title = {On least squares estimation in continuous time linear stochastic systems},
     journal = {Kybernetika},
     pages = {169--180},
     year = {1992},
     volume = {28},
     number = {3},
     mrnumber = {1174654},
     zbl = {0781.93085},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1992_28_3_a0/}
}
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Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna. On least squares estimation in continuous time linear stochastic systems. Kybernetika, Tome 28 (1992) no. 3, pp. 169-180. http://geodesic.mathdoc.fr/item/KYB_1992_28_3_a0/

[1] M. Boschková: Self-tuning control of stocharic systems in premence of drift. Kybernetika 24 (1988), 5, 347 - 362. | MR

[2] T. E. Duncan, B. Pasik-Duncan: Adaptive control of continous-time linear stochastic systems. Math. Control Signals Systems 9 (1990), 45 - 60. | MR

[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

[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 | Zbl