How to deal with parameter estimation in continuous-time stochastic systems

DOI10.1007/s00034-021-01862-yzbMath1509.93052OpenAlexW3205376223MaRDI QIDQ6046515

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Publication date: 11 May 2023

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

Full work available at URL: https://doi.org/10.1007/s00034-021-01862-y

zbMATH Keywords

least-squares methodKalman filterequivalent controlinstrumental variables

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Stochastic systems in control theory (general) (93E03)

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• Kalman Filtering

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