estimation of stationary discrete-time linear processes with stochastic uncertainties.
Eli GershonUri ShakedIsaac YaeshPublished in: Syst. Control. Lett. (2002)
Keyphrases
- markov processes
- stochastic processes
- non stationary
- stochastic process
- linear quadratic
- fractional brownian motion
- semi parametric
- stochastic optimization
- optimal control problems
- angular velocity
- monte carlo
- parameter estimation
- estimation algorithm
- data sets
- accurate estimation
- markov chain
- simple linear
- finite state
- density estimation
- process model
- random variables
- least squares
- genetic algorithm