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

DOI10.1007/S11424-024-3297-7zbMATH Open1544.93795MaRDI QIDQ6595041FDOQ6595041

Siyu Xie, Shujun Zhang, Die Gan, Ziming Wang

Publication date: 29 August 2024

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

least squares parameter identification compressed sensing continuous-time model compressed excitation condition linear stochastic regression sampling data

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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