Time-varying parameter estimation under stochastic perturbations using LSM
نویسندگان
چکیده
منابع مشابه
Time-varying parameter estimation under stochastic perturbations using LSM
In this paper, we deal with the problem of continuous-time time-varying parameter estimation in stochastic systems, under three different kinds of stochastic perturbations: additive and multiplicative white noise, and coloured noise. The proposed algorithm is based on the least squares method with forgetting factor. Some numerical examples illustrate the effectiveness of the proposed algorithm....
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ژورنال
عنوان ژورنال: IMA Journal of Mathematical Control and Information
سال: 2011
ISSN: 0265-0754,1471-6887
DOI: 10.1093/imamci/dnr028