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Rate of convergence for a class of RCA estimators

Author
VANECEK, Pavel1
[1] Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics - Charles University, Sokolovskà 83, 186 75 Praha, Czech Republic
Source

Kybernetika. 2006, Vol 42, Num 6, pp 699-709, 11 p ; ref : 12 ref

CODEN
KYBNAI
ISSN
0023-5954
Scientific domain
Control theory, operational research; Mathematics
Publisher
Academia, Praha
Publication country
Czech Republic
Document type
Article
Language
English
Author keyword
60F05 60G10 62M10 91B84 RCA parameter estimation rate of convergence
Keyword (fr)
Approche probabiliste Comportement asymptotique Convergence numérique Estimation paramètre Identification système Loi normale Martingale Maximum vraisemblance Modèle autorégressif Modélisation Méthode moindre carré Observateur Processus stochastique
Keyword (en)
Probabilistic approach Asymptotic behavior Numerical convergence Parameter estimation System identification Gaussian distribution Martingale Maximum likelihood Autoregressive model Modeling Least squares method Observer Stochastic process
Keyword (es)
Enfoque probabilista Comportamiento asintótico Convergencia numérica Estimación parámetro Identificación sistema Curva Gauss Martingale Maxima verosimilitud Modelo autorregresivo Modelización Método cuadrado menor Observador Proceso estocástico
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes

Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D05 Modelling and identification

Discipline
Computer science : theoretical automation and systems Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
18958452

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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