Sagalovsky, B. Adaptive control and parameter estimation in Markov chains: A linear case. (English) Zbl 0479.93061 IEEE Trans. Autom. Control 27, 414-419 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 3 Documents MSC: 93E10 Estimation and detection in stochastic control theory 93C40 Adaptive control/observation systems 93C05 Linear systems in control theory 60J10 Markov chains (discrete-time Markov processes on discrete state spaces) Keywords:controlled Markov chain; finite state space; asymptotic behavior of the maximum likelihood estimate; feedback law PDFBibTeX XMLCite \textit{B. Sagalovsky}, IEEE Trans. Autom. Control 27, 414--419 (1982; Zbl 0479.93061) Full Text: DOI