Robust continuous-time matrix estimation under dependent noise perturbations: sliding modes filtering and LSM with forgetting

DOI10.1007/s00034-008-9080-5zbMath1173.93376MaRDI QIDQ733704

Alexander S. Poznyak, J. Escobar

Publication date: 19 October 2009

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-008-9080-5

zbMATH Keywords

parameter estimation; Wiener process; least squares method; stochastic systems; forgetting factor; equivalent control approach

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C41: Control/observation systems with incomplete information

93E10: Estimation and detection in stochastic control theory

93E24: Least squares and related methods for stochastic control systems

Related Items

Dr. Alexander Semionovich Poznyak Gorbatch: Biography, Instrumental variables and LSM in continuous-time parameter estimation

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