Robust continuous-time matrix estimation under dependent noise perturbations: sliding modes filtering and LSM with forgetting

DOI10.1007/s00034-008-9080-5zbMath1173.93376OpenAlexW2161404052MaRDI QIDQ733704

Alexander S. Poznyak, J. Escobar

Publication date: 19 October 2009

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

Full work available at URL: https://doi.org/10.1007/s00034-008-9080-5

zbMATH Keywords

parameter estimationWiener processleast squares methodstochastic systemsforgetting factorequivalent control approach

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Related Items (2)

Instrumental variables and LSM in continuous-time parameter estimation ⋮ Dr. Alexander Semionovich Poznyak Gorbatch: Biography

Cites Work

• Adaptation and tracking in system identification - a survey
• Robust exact differentiation via sliding mode technique
• Parametric identification methodology using sliding modes observer
• Robust observation and identification ofnDOF Lagrangian systems
• Stochastic output noise effects in sliding mode state estimation
• Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor
• Compensator based output feedback sliding mode controller design
• Second-order sliding-mode observer for mechanical systems
• Ordinary Differential Equations
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