Explicit correction formulae for parametric identification of stochastic differential systems

Author:

Kazimierczyk Piotr

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference37 articles.

1. Stochastic continuous-time model reference adaptative systems with decreasing gain;Åase;Adv. in Appl. Probab.,1982

2. Approximation of Itô integrals arising in stochastic time-delayed systems;Bagchi;SIAM J. Control Optim.,1984

3. Cylindrical measures in Hilbert space and likelihood ratio for two-parameter signals in additive white noise;Bagchi;Control Theory Adv. Tech.,1985

4. Flight control system design: I. Identification of flight parameters: problem formulation;Balakrishnan;U.C.L.A.-ENG-7063,1970

5. On the approximation of Itô integrals using band-limited processes;Balakrishnan;SIAM J. Control Optim.,1974

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