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Time-Varying Parameter Estimation under Stochastic Perturbations using LSM
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2011 (English)Report (Other academic)
Abstract [en]

In this paper, we deal with the problem of continuous-time time-varying parameter estimation in stochastic systems, under three different kinds of stochastic perturbations: additive and multiplicative white noise, and coloured noise. The proposed algorithm is based on the least squares method with forgetting factor. Some numerical examples illustrate the effectiveness of the proposed algorithm. An analysis of the estimation error for the system under the three different kinds of perturbations is presented.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2011. , 24 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 3019
Keyword [en]
Stochastic systems, Parameter estimation, Least squares method
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-97951ISRN: LiTH-ISY-R-3019OAI: oai:DiVA.org:liu-97951DiVA: diva2:650767
Available from: 2013-09-23 Created: 2013-09-23 Last updated: 2014-06-16Bibliographically approved

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Automatic ControlThe Institute of Technology
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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf