An ordinary differential equation technique for continuous-time parameter estimation

DOI10.1109/9.250521MaRDI QIDQ5288762zbMATH OpenOpenAlexWikidataFDO

Authors Douglas G. Dewolf, Donald M. Wiberg

Publication date 22 August 1993

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.250521

zbMATH Keywords

averaging theorycontinuous-timecontinuous-time recursive stochastic parameter estimatorsweak convergence theory

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)

Recommendations

• scientific article; zbMATH DE number 4211949
• A convergent approximation of the continuous-time optimal parameter estimator
• A note on continuous-time ELS
• Continuous-time constrained least-squares algorithms for recursive parameter estimation of stochastic linear systems by a stabilized output-error method
• Convergence rates of continuous-time stochastic ELS parameter estimation

Cited in

(9)

• A note on continuous-time ELS
• On the development and application of a continuous-discrete recursive prediction error algorithm
• Discontinuous gradient algorithm for finite-time estimation of time-varying parameters
• scientific article; zbMATH DE number 4211949 (Why is no real title available?)
• Continuous-time constrained least-squares algorithms for recursive parameter estimation of stochastic linear systems by a stabilized output-error method
• Convergence rates of continuous-time stochastic ELS parameter estimation
• Signal parameter tracking algorithms using hybrid recurrent networks
• A convergent approximation of the continuous-time optimal parameter estimator
• Closed loop parameter identifiability and adaptive control of a linear stochastic system

This page was built for publication: An ordinary differential equation technique for continuous-time parameter estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5288762)