Time-varying parameter estimation under stochastic perturbations using LSM

DOI10.1093/IMAMCI/DNR028MaRDI QIDQ2899433zbMATH OpenOpenAlexFDO

Authors Jesica Escobar

Publication date 30 July 2012

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-97951

zbMATH Keywords

least squares methodparameter estimationstochastic systems

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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