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Avtomatika i Telemekhanika, 1982, Issue 12, Pages 39–47 (Mi at5671)  
Stochastic Systems

A sequential method of nonlinear parameter estimation for random processes

V. V. Konev, E. S. Koneva

Tomsk
Full-text PDF (1383 kB)
Abstract: A method is proposed for confidence parameter estimation in random processes which are nonlinearly represented in the process equations (stochastic differential or difference). The results are applied to estimation of slow drift in extremal control in the presence of noise.

Received: 18.08.1981
Bibliographic databases:
Document Type: Article
UDC: 519.272
Language: Russian
Citation: V. V. Konev, E. S. Koneva, “A sequential method of nonlinear parameter estimation for random processes”, Avtomat. i Telemekh., 1982, no. 12, 39–47; Autom. Remote Control, 43:12 (1982), 1530–1537
Citation in format AMSBIB
\Bibitem{KonKon82}
\by V.~V.~Konev, E.~S.~Koneva
\paper A sequential method of nonlinear parameter estimation for random processes
\jour Avtomat. i Telemekh.
\yr 1982
\issue 12
\pages 39--47
\mathnet{http://mi.mathnet.ru/at5671}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=712015}
\zmath{https://zbmath.org/?q=an:0511.93062}
\transl
\jour Autom. Remote Control
\yr 1982
\vol 43
\issue 12
\pages 1530--1537
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