Parameter estimation in stochastic systems: some recent results and applications

Vivek S. Borkar

Research output: Contribution to journalArticleAcademic

Abstract

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.
Original languageUndefined
Pages (from-to)221-226
JournalSystems and control letters
Volume1
Issue number4
DOIs
Publication statusPublished - 1982
Externally publishedYes

Keywords

  • IR-68923

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