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    Chapter and Conference Paper

    Identification of Stochastic Time-Varying Parameters

    Estimating/tracking time-varying parameters is a fundamental issue in system identification, signal processing and many other fields. In this paper, we present a detailed analysis for the stability of tracking...

    L. Guo, H. F. Chen, J. F. Zhang in New Directions in Time Series Analysis (1993)

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    Chapter and Conference Paper

    Least squares identification for continuous-time systems

    In this paper for the continuous-time system the least squares identification is defined and its consistency is proved. Its discrete-time analog is also demonstrated and our result is compared with the well-kn...

    H. F. Chen in Analysis and Optimization of Systems (1980)