How to deal with parameter estimation in continuous-time stochastic systems

DOI10.1007/S00034-021-01862-YzbMATH Open1509.93052OpenAlexW3205376223MaRDI QIDQ6046515FDOQ6046515

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Publication date: 11 May 2023

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-021-01862-y

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zbMATH Keywords

Kalman filterleast-squares methodinstrumental variablesequivalent control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Cites Work

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• Benefits of variable structure techniques for parameter estimation in stochastic systems using least squares method and instrumental variables

Cited In (1)

• Compressed least squares algorithm of continuous-time linear stochastic regression model using sampling data

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