Title :
Stochastic Sliding Modes Identification
Author :
Poznyak, A.S. ; Escobar, J.A. ; Shtessel, Y.B.
Author_Institution :
Dept. Control Autom., CINVESTAV-IPN, Mexico City
Abstract :
Time varying parameters identification of stochastic systems is addressed via sliding mode parameter observers. Sliding mode observer is governed by control that compensates a so-called Ito´s term, which reflects a stochastic nature of a system. The matrix estimation algorithm based on equivalent control are proposed. A numerical example illustrates the effectiveness of the proposed approach
Keywords :
matrix algebra; observers; stochastic systems; variable structure systems; matrix estimation algorithm; sliding mode parameter observers; stochastic systems; time varying parameters identification; Algorithm design and analysis; Control systems; Estimation error; Filtration; Nonlinear control systems; Nonlinear dynamical systems; State estimation; Stochastic processes; Stochastic systems; Time varying systems;
Conference_Titel :
Variable Structure Systems, 2006. VSS'06. International Workshop on
Conference_Location :
Alghero, Sardinia
Print_ISBN :
1-4244-0208-5
DOI :
10.1109/VSS.2006.1644522
