This article is cited in 1 paper

Methods of Signal Processing

Sequential Parameter Estimation with Guaranteed Mean-Square Accuracy for Unstable Linear Stochastic Systems

V. V. Konev, S. M. Pergamenshchikov


Abstract: The correlation method is applied to construct estimation procedures for parameters of a random process described by a $p$th-order stochastic differential equation. These procedures estimate the unknown parameters with a prescribed mean-square accuracy when the characteristic polynomial has roots with both positive and negative real parts.

UDC: 621.391.1:519,28

Received: 15.07.1991

 English version: Problems of Information Transmission, 1992, 28:4, 327–340

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