Matrix forgetting factor

DOI10.1080/002077299292515MaRDI QIDQ4546851zbMATH OpenOpenAlexFDO

Authors J. J. Medel Juarez, Alexander S. Poznyak

Publication date 1999

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002077299292515

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(6)

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• Sliding modes time varying matrix identification for stochastic system
• Matrix forgetting factor with adaptation
• Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor
• Dr. Alexander Semionovich Poznyak Gorbatch: biography
• Observation and identification of mechanical systems via second order sliding modes

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