https://pure.iiasa.ac.at/id/eprint/13668 2021-08-27T17:41:31Z info:eu-repo/semantics/descriptiveMetadata https://pure.iiasa.ac.at/id/eprint/13668/ Martingale Approach to Identification of Stochastic Systems Yashin, Y. The paper deals with the convergence property of Bayesian estimators. The necessary and sufficient conditions for convergence are given in terms of singularity and absolute continuity properties for some family of probability measures. These conditions are specified for a wide class of stochastic processes called semimartingales. The approach can be applied to both continuous time and discrete time stochastic processes. Examples illustrating the theory are given. IFAC 1985 Book Section PeerReviewed Yashin, Y. <https://pure.iiasa.ac.at/view/iiasa/2535.html> (1985). Martingale Approach to Identification of Stochastic Systems. In: Identification and System Parameter Estimation. pp. 1755-1760 York: IFAC. ISBN 0080325424 info:eu-repo/semantics/humanStartPage