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INSTRUMENTAL VARIABLES AND LSM IN CONTINUOUS-TIME PARAMETER ESTIMATION
National Polytech Institute, Mexico.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
2017 (English)In: ESAIM. COCV, ISSN 1292-8119, E-ISSN 1262-3377, Vol. 23, no 2, 427-442 p.Article in journal (Refereed) Published
Abstract [en]

In this paper the main goal is to compare the instrumental variables and the least squares methods applied to parameter estimation in continuous-time systems, avoiding any preliminary discretization of the process, and to analyse which method is more suitable for estimation in continuous-time under stochastic perturbations. A numerical example illustrates the effectiveness of the algorithms.

Place, publisher, year, edition, pages
EDP SCIENCES S A , 2017. Vol. 23, no 2, 427-442 p.
Keyword [en]
Parameter estimation; continuous-time; stochastic systems; instrumental variable
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-135384DOI: 10.1051/cocv/2015052ISI: 000393217600003OAI: oai:DiVA.org:liu-135384DiVA: diva2:1081612
Note

Funding Agencies|Mexican Council of Science and Technology (CONACYT)

Available from: 2017-03-14 Created: 2017-03-14 Last updated: 2017-03-14

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