Change search
ReferencesLink to record
Permanent link

Direct link
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.
LiTH-ISY-R, ISSN 1400-3902 ; 3019
Keyword [en]
Stochastic systems, Parameter estimation, Least squares method
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-97951ISRN: LiTH-ISY-R-3019OAI: diva2:650767
Available from: 2013-09-23 Created: 2013-09-23 Last updated: 2014-06-16Bibliographically approved

Open Access in DiVA

fulltext(439 kB)211 downloads
File information
File name FULLTEXT01.pdfFile size 439 kBChecksum SHA-512
Type fulltextMimetype application/pdf

By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 211 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 123 hits
ReferencesLink to record
Permanent link

Direct link