DocumentCode
1246072
Title
On tracking characteristics of weighted least squares estimators applied to nonstationary system identification
Author
Niedzwiecki, Maciej
Author_Institution
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT
Volume
33
Issue
1
fYear
1988
fDate
1/1/1988 12:00:00 AM
Firstpage
96
Lastpage
98
Abstract
The parameter-tracking abilities of weighted-least-squares (WLS) estimators are characterized in terms of a suitably defined variability matrix and associated frequency characteristics. Using these concepts, the conflict arising between the estimation variance and estimation bandwidth is easily explained and quantified
Keywords
least squares approximations; parameter estimation; time-varying systems; estimation bandwidth; estimation variance; identification; least squares approximations; nonstationary system; parameter estimation; parameter-tracking abilities; time varying systems; weighted least squares estimators; Adaptive algorithm; Convergence; Frequency estimation; Gain measurement; Least squares approximation; Linear matrix inequalities; Signal processing algorithms; Stochastic processes; Tin; Upper bound;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.366
Filename
366
Link To Document