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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...
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...
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