Time-varying parameter estimation under stochastic perturbations using LSM

DOI10.1093/IMAMCI/DNR028zbMath1243.93109OpenAlexW2032566783MaRDI QIDQ2899433

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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

parameter estimationleast squares methodstochastic 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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