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]

@article{EscobarP11,
  title = {Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor},
  author = {J. Escobar and Alexander S. Poznyak},
  year = {2011},
  doi = {10.1080/00207721003706852},
  url = {http://dx.doi.org/10.1080/00207721003706852},
  researchr = {https://researchr.org/publication/EscobarP11},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Systems Science},
  volume = {42},
  number = {12},
  pages = {2009-2020},
}