Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor

J. Escobar, Alexander S. Poznyak. Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor. Int. J. Systems Science, 42(12):2009-2020, 2011. [doi]

Authors

J. Escobar

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Alexander S. Poznyak

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