@inproceedings{78688080270647b59f237d3aeeea11f0,
title = "Continuous-time identification using LS-method under colored noise perturbations",
abstract = "This paper deals with time-varying matrix parameter identification in continuous-time stochastic systems with correlated noise. The forming filter, which generates this noise from a standard white noise, is assumed to be partially known (a nominal plant plus a bounded uncertainty). The Least Squares Method with a scalar forgetting factor (LSMFF) is proposed to be applied for the estimation of these parameters. A numerical example illustrates the effectiveness of the proposed approach.",
keywords = "Correlated noise, Forgetting factor, Least squares method, Parameter identification, Stochastic systems",
author = "J. Escobar and A. Poznyak",
note = "Funding Information: Acknowledgments. We wish to express our thanks to Dr. N. Arai (DNAX Institute) for the construction of human cDNA libraries, Professor T. Okazaki (Nagoya University) for valuable comments, Dr. K. Kameyama (Hokkaido University) for many discussions, and Dr. M. Kato (College of Arts and Sciences) for critical reading of this manuscript. This work was supported by a Grant-in-Aid for Scientific Research from the Ministry of Education, Science and Culture of Japan.; 46th IEEE Conference on Decision and Control 2007, CDC ; Conference date: 12-12-2007 Through 14-12-2007",
year = "2007",
doi = "10.1109/CDC.2007.4434168",
language = "Ingl{\'e}s",
isbn = "1424414989",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "5516--5521",
booktitle = "Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC",
address = "Estados Unidos",
}