Abstract
In this paper, we study the benefits of the equivalent control method, implemented on parameter estimation algorithms like the least squares method and instrumental variables on continuous-time stochastic systems. Here, we show how the equivalent-control, adapted to the stochastic case, improves the performance of these estimation algorithms in continuous-time systems under white noise perturbations. Some numerical examples show the effectiveness of these techniques.
Original language | English |
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Pages (from-to) | 1038-1054 |
Number of pages | 17 |
Journal | International Journal of Adaptive Control and Signal Processing |
Volume | 29 |
Issue number | 8 |
DOIs | |
State | Published - 1 Aug 2015 |
Keywords
- equivalent control
- instrumental variables
- least squares method
- parameter estimation
- stochastic systems