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

DOI10.1007/S00034-021-01862-YMaRDI QIDQ6046515zbMATH OpenOpenAlexFDO

Authors

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

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)

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Cites work

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• Observation and identification of mechanical systems via second order sliding modes
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Cited in

(1)

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

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