A MARTINGALE KRONECKER LEMMA AND PARAMETER-ESTIMATION FOR LINEAR-SYSTEMS

Authors
ELLIOTT RJ MOORE JB
Citation
Rj. Elliott et Jb. Moore, A MARTINGALE KRONECKER LEMMA AND PARAMETER-ESTIMATION FOR LINEAR-SYSTEMS, IEEE transactions on automatic control, 43(9), 1998, pp. 1263-1265
Citations number
3
Categorie Soggetti
Robotics & Automatic Control","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
43
Issue
9
Year of publication
1998
Pages
1263 - 1265
Database
ISI
SICI code
0018-9286(1998)43:9<1263:AMKLAP>2.0.ZU;2-O
Abstract
A continuous-time martingale Kronecker lemma is proved and used to dis cuss parameter estimates for linear systems.