Estimating the time-varying parameters of SDE models by maximum principle

Darya V. Filatova, Andrzej Orlowski, Vasilii Dicoussar. Estimating the time-varying parameters of SDE models by maximum principle. In 19th International Conference On Methods and Models in Automation and Robotics, MMAR 2014, Międzyzdroje, Poland, September 2-5, 2014. pages 401-406, IEEE, 2014. [doi]

Abstract

Abstract is missing.