Benefits of variable structure techniques for parameter estimation in stochastic systems using least squares method and instrumental variables

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.