Title :
A new look at system parameter estimation via signal processing
Author :
Zheng, Wei Xing ; Feng, Chun Bo
Author_Institution :
Res. Inst. of Autom., Nanjing Inst. of Technol., China
Abstract :
Signal processing is used to obtain unbiased parameter estimates for stochastic systems subject to correlated disturbances. A filter is designed and inserted artificially into the identified system so that the resulting system has some known zeros which can be used to estimate the bias arising from the correlated disturbances. It is shown that the proposed algorithm gives a consistent estimate and that the application of signal processing to system identification is very heuristic
Keywords :
filtering and prediction theory; parameter estimation; signal processing; stochastic systems; bias; correlated disturbances; filter; parameter estimation; signal processing; stochastic systems; system identification; Colored noise; Filters; H infinity control; Parameter estimation; Random sequences; Signal analysis; Signal processing; Stochastic systems; White noise; Yield estimation;
Conference_Titel :
Pattern Recognition, 1988., 9th International Conference on
Conference_Location :
Rome
Print_ISBN :
0-8186-0878-1
DOI :
10.1109/ICPR.1988.28204
