On the stability of equation-error estimates of all-pole systems

Author

López-Valcarce, Roberto ; Dasgupta, Soura

Author_Institution

Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA

Volume

5

Issue

10

fYear

1998

Firstpage

268

Lastpage

270

Abstract

It is well known that the standard equation-error (EE) method for the identification of linear systems yields biased estimates if the data are noise corrupted. Due to this bias, the resulting estimate can be unstable in some cases, depending on the spectral characteristics of the input and the noise, the signal-to-noise ratio (SNR), and the unknown system. The set of all-pole linear systems whose equation-error estimate is stable for all wide sense stationary inputs and white measurement noise is investigated. Some results concerning the structure of this set are given.

Keywords

error analysis; identification; linear systems; numerical stability; poles and zeros; spectral analysis; white noise; SNR; all-pole linear systems; biased estimates; equation-error estimates stability; linear system identification; noise corrupted data; signal-to-noise ratio; spectral characteristics; unstable estimate; white measurement noise; wide sense stationary inputs; Equations; Filters; Linear systems; Noise measurement; Polynomials; Signal to noise ratio; Stability; Symmetric matrices; White noise; Yield estimation;

fLanguage

English

Journal_Title

Signal Processing Letters, IEEE

Publisher

ieee

ISSN

1070-9908

Type

jour

DOI

10.1109/97.720561

Filename

720561