TY - GEN
T1 - Time-varying parameter estimation in continuous-time under colored perturbations using "equivalent control concept" and LSM with forgetting factor
AU - Escobar, J.
AU - Poznyak, A.
PY - 2010
Y1 - 2010
N2 - This paper deals with time problem of time-varying parameters estimation of stochastic systems under colored noise perturbations. A two step method is proposed. First, it is designed a tracking process, based in the "equivalent control" technique, providing the finite-time equivalence of the original stochastic process with unknown parameters to an auxiliary one. This equivalence does not cancel the noise effects, but allows to estimate the model in a "regression form" for a sufficient short time. In the second step, the Least Squares Method with a scalar forgetting factor is applied to estimate the time-varying parameters of the given model. Two examples illustrate the effectiveness of the proposed approach, the first shows an application in a system of location and motion, and the second an estimation of a growth rate of a population dynamic.
AB - This paper deals with time problem of time-varying parameters estimation of stochastic systems under colored noise perturbations. A two step method is proposed. First, it is designed a tracking process, based in the "equivalent control" technique, providing the finite-time equivalence of the original stochastic process with unknown parameters to an auxiliary one. This equivalence does not cancel the noise effects, but allows to estimate the model in a "regression form" for a sufficient short time. In the second step, the Least Squares Method with a scalar forgetting factor is applied to estimate the time-varying parameters of the given model. Two examples illustrate the effectiveness of the proposed approach, the first shows an application in a system of location and motion, and the second an estimation of a growth rate of a population dynamic.
KW - Colored noise
KW - Equivalent control
KW - Forgetting factor
KW - Least squares method
KW - Parameter estimation
UR - http://www.scopus.com/inward/record.url?scp=77956587213&partnerID=8YFLogxK
U2 - 10.1109/VSS.2010.5544662
DO - 10.1109/VSS.2010.5544662
M3 - Contribución a la conferencia
AN - SCOPUS:77956587213
SN - 9781424458318
T3 - Proceedings of the 2010 11th International Workshop on Variable Structure Systems, VSS 2010
SP - 209
EP - 214
BT - Proceedings of the 2010 11th International Workshop on Variable Structure Systems, VSS 2010
T2 - 2010 11th International Workshop on Variable Structure Systems, VSS 2010
Y2 - 26 June 2010 through 28 June 2010
ER -