• DocumentCode
    1431343
  • Title

    A martingale Kronecker lemma and parameter estimation for linear systems

  • Author

    Elliott, Robert J. ; Moore, John B.

  • Author_Institution
    Dept. of Math. Sci., Alberta Univ., Edmonton, Alta., Canada
  • Volume
    43
  • Issue
    9
  • fYear
    1998
  • fDate
    9/1/1998 12:00:00 AM
  • Firstpage
    1263
  • Lastpage
    1265
  • Abstract
    A continuous-time martingale Kronecker lemma is proved and used to discuss parameter estimation for linear systems. The rates of convergence are discussed
  • Keywords
    continuous time systems; convergence of numerical methods; covariance matrices; linear systems; parameter estimation; continuous-time systems; convergence; covariance matrix; linear systems; martingale Kronecker lemma; parameter estimation; Adaptive estimation; Convergence; Linear systems; Mathematics; Maximum likelihood estimation; Parameter estimation; Stochastic processes; Systems engineering and theory;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.718612
  • Filename
    718612
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1431343