TY - JOUR
T1 - Instrumental variables and lsm in continuous-Time parameter estimation
AU - Escobar, Jesica
AU - Enqvist, Martin
N1 - Publisher Copyright:
© EDP Sciences, SMAI 2016.
PY - 2015
Y1 - 2015
N2 - 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 continuoustime under stochastic perturbations. A numerical example illustrates the effectiveness of the algorithms.
AB - 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 continuoustime under stochastic perturbations. A numerical example illustrates the effectiveness of the algorithms.
UR - http://www.scopus.com/inward/record.url?scp=85007015701&partnerID=8YFLogxK
U2 - 10.1051/cocv/2015052
DO - 10.1051/cocv/2015052
M3 - Artículo
SN - 1292-8119
VL - 2015-January
JO - ESAIM - Control, Optimisation and Calculus of Variations
JF - ESAIM - Control, Optimisation and Calculus of Variations
M1 - A16
ER -