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• W2019959833 abstract "The paper is concerned with the problem of designing optimal strategies for precise parameter estimation in the context of regression models with stochastically varying coefficients. The maximum accuracy problem considered in this paper can also be treated as an initial phase of a stochastic control problem. Before the control policies are implemented, an estimation phase is introduced to determine the unknown model parameters. This will avoid solution to a difficult dual control problem." @default.
• W2019959833 created "2016-06-24" @default.
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• W2019959833 date "1992-10-01" @default.
• W2019959833 modified "2023-10-18" @default.
• W2019959833 title "Optimal estimation policies of stochastic linear systems with time-varying parameters" @default.
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• W2019959833 doi "https://doi.org/10.1016/0898-1221(92)90188-n" @default.
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