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Benefits of variable structure techniques for parameter estimation in stochastic systems using least squares method and instrumental variables
Author(s) -
Escobar Jesica,
Poznyak Alexander
Publication year - 2015
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.2521
Subject(s) - instrumental variable , least squares function approximation , estimation theory , estimation , variable (mathematics) , mathematical optimization , computer science , noise (video) , white noise , mathematics , algorithm , statistics , engineering , artificial intelligence , mathematical analysis , systems engineering , estimator , image (mathematics)
Summary 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. Copyright © 2014 John Wiley & Sons, Ltd.