Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor (Q4909039)
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scientific article; zbMATH DE number 6143359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor |
scientific article; zbMATH DE number 6143359 |
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Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor (English)
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12 March 2013
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parameter estimation
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stochastic systems
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least squares method
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forgetting factor
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coloured noise
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