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

DOI10.1007/s00034-008-9080-5zbMath1173.93376MaRDI 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 estimation; Wiener process; least squares method; stochastic systems; forgetting factor; equivalent control approach

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C41: Control/observation systems with incomplete information

93E10: Estimation and detection in stochastic control theory

93E24: Least squares and related methods for stochastic control systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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