Time-varying parameter estimation under stochastic perturbations using LSM
DOI10.1093/IMAMCI/DNR028zbMATH Open1243.93109OpenAlexW2032566783MaRDI QIDQ2899433FDOQ2899433
Authors: Jesica Escobar 
Publication date: 30 July 2012
Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)
Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-97951
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Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)
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- Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor
- Title not available (Why is that?)
- The error variance of LMS with time-varying weights
- Robust continuous-time matrix estimation under dependent noise perturbations: sliding modes filtering and LSM with forgetting
- Benefits of variable structure techniques for parameter estimation in stochastic systems using least squares method and instrumental variables
- Parameter identification for a stochastic \textit{SEIRS} epidemic model: case study influenza
- Estimation of Space-Time Varying Parameters Using a Diffusion LMS Algorithm
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