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Adaptive control of some partially observed linear stochastic systems

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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 126))

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References

  1. T. Bielecki and B. Goldys, Recursive estimation of parameters for partially observed linear stochastic differential systems, preprint.

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  2. T. Bielecki and B. Goldys, On recursive adaptive filtering: Linear case, this proceedings.

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  3. T. E. Duncan, Evaluation of likelihood functions, Information and Control 13 (1968), 62–74.

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  4. T. E. Duncan and B. Pasik-Duncan, Adaptive control of continuous time linear stochastic systems, to appear in Mathematics of Control, Signals and Systems.

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  5. W. Loges, Estimation of parameters for Hilbert space-valued partially observable stochastic processes, J. Multivariate Anal. 20 (1986), 161–174.

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  6. P. Mandl, T. E. Duncan, and B. Pasik-Duncan, On the consistency of a least squares identification procedure, Kybernetika 24 (1988).

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Norbert Christopeit Kurt Helmes Michael Kohlmann

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© 1989 Springer-Verlag

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Duncan, T.E. (1989). Adaptive control of some partially observed linear stochastic systems. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 126. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0043777

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  • DOI: https://doi.org/10.1007/BFb0043777

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51299-8

  • Online ISBN: 978-3-540-46188-3

  • eBook Packages: Springer Book Archive

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