DocumentCode
2474730
Title
Parameter estimation with missing input/output data
Author
Fang, Huazhen ; Shi, Yang ; Wu, Jian
Author_Institution
Dept. of Mech. Eng., Univ. of Saskatchewan, Saskatoon, SK, Canada
fYear
2009
fDate
10-12 June 2009
Firstpage
5061
Lastpage
5066
Abstract
The problem of recursive parameter estimation with missing input/output data is studied in this paper. A fictitious measurement noise model is presented for missing data, and a noise-robust minimum component analysis based algorithm is developed to recursively estimate parameters from the new dasianoisypsila input/output data. Convergence properties of the proposed algorithm are analyzed. The simulation results verify the effectiveness of the proposed algorithm.
Keywords
recursive estimation; statistical analysis; fictitious measurement noise model; noise-robust minimum component analysis based algorithm; recursive parameter estimation; Algorithm design and analysis; Control systems; Convergence; Maximum likelihood estimation; Noise measurement; Noise robustness; Parameter estimation; Recursive estimation; Signal processing algorithms; Spectral analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2009. ACC '09.
Conference_Location
St. Louis, MO
ISSN
0743-1619
Print_ISBN
978-1-4244-4523-3
Electronic_ISBN
0743-1619
Type
conf
DOI
10.1109/ACC.2009.5160542
Filename
5160542
Link To Document