Instrumental variables and LSM in continuous-time parameter estimation

DOI10.1051/COCV/2015052MaRDI QIDQ2968791zbMATH OpenOpenAlexFDO

Authors

Publication date 22 March 2017

Published in ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/cocv/2015052

zbMATH Keywords

continuous-timeinstrumental variableparameter estimationstochastic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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Cites work

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Cited in

(7)

• Direct and indirect least squares methods in continuous-time parameter estimation
• Efficiency analysis of the simplified refined instrumental variable method for continuous-time systems
• A continuous-time framework for least squares parameter estimation
• scientific article; zbMATH DE number 4053478 (Why is no real title available?)
• Benefits of variable structure techniques for parameter estimation in stochastic systems using least squares method and instrumental variables
• How to deal with parameter estimation in continuous-time stochastic systems
• Compressed least squares algorithm of continuous-time linear stochastic regression model using sampling data

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