Abstract
Time varying parameters identification of stochastic systems is addressed via sliding mode parameter observers. Sliding mode observer is governed by control that compensates a so-called Ito's term, which reflects a stochastic nature of a system. The matrix estimation algorithm based on equivalent control is proposed. A numerical example illustrates the effectiveness of the proposed approach.
Original language | English |
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Pages (from-to) | 847-859 |
Number of pages | 13 |
Journal | International Journal of Systems Science |
Volume | 38 |
Issue number | 11 |
DOIs | |
State | Published - Jan 2007 |
Externally published | Yes |
Keywords
- Observers and differentiators
- Parameter identification
- Sliding mode controllers
- Stochastic systems