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Parameter estimation in stochastic systems: some recent results and applications

✍ Scribed by Vivek S. Borkar

Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
364 KB
Volume
1
Category
Article
ISSN
0167-6911

No coin nor oath required. For personal study only.

✦ Synopsis

Some recent work on the characterization of almost sure limit sets for maximum likelihood estimates for stochastic systems is reviewed.

Applications to allied topics such as input selection for identification, model selection, self-tuning etc. are briefly discussed.

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