Bias compensation methods for stochastic systems with colored noise

DOI10.1016/j.apm.2010.10.003zbMath1217.93163OpenAlexW2040426271MaRDI QIDQ552401

Guimei Cui, Yong Zhang

Publication date: 21 July 2011

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2010.10.003

zbMATH Keywords

recursive identificationparameter estimationleast squaresARX-like systemsbias compensation principle

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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