Numerical Realization of the Continuous-Time ELS Identification for Continuous Systems with Correlative Disturbances
相关扰动下连续系统的连续时间ELS辨识的数值实现

Firstly,the continuous time ELS identificaiton method for stochastic continuous systems with correlative disturbances are reviewed.Then two numerical realization methods for the ELS method and their simulation results are given based on the numerical integral,and Euler method and Runge Kutta method for ordinary differential equations.