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Avtomatika i Telemekhanika, 1984, Issue 12, Pages 56–63 (Mi at4902)  
Stochastic Systems

Asymptotic normality of sequential parameter estimation for dynamic systems

V. V. Konev, S. M. Pergamenshchikov

Tomsk
Full-text PDF (884 kB)
Abstract: The asymptotic properties of sequential parameter identification plans for the dynamic systems of Refs [1, 2] are studied. A limit relationship of the number of observations in a sequential procedure and the estimation accuracy are obtained. Asymptotic normality is proved of sequential estimate of autoregressive process parameters.

Received: 28.09.1983
Bibliographic databases:
Document Type: Article
UDC: 62-501.72
Language: Russian
Citation: V. V. Konev, S. M. Pergamenshchikov, “Asymptotic normality of sequential parameter estimation for dynamic systems”, Avtomat. i Telemekh., 1984, no. 12, 56–63; Autom. Remote Control, 45:12 (1984), 1582–1588
Citation in format AMSBIB
\Bibitem{KonPer84}
\by V.~V.~Konev, S.~M.~Pergamenshchikov
\paper Asymptotic normality of sequential parameter estimation for dynamic systems
\jour Avtomat. i Telemekh.
\yr 1984
\issue 12
\pages 56--63
\mathnet{http://mi.mathnet.ru/at4902}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=795641}
\zmath{https://zbmath.org/?q=an:0563.93067}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 12
\pages 1582--1588
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