On least squares estimation in continuous time linear stochastic systems.

Tyrone E. Duncan Petr Mandl Bozenna Pasik-Duncan

Published in: Kybernetika (1992)

Keyphrases

stochastic systems
stochastic models
markov chain
conservation laws
stochastic processes
sample path
confidence intervals
graphical models
linear constraints
asymptotic analysis
bayesian networks
optimal control
markov processes