Title :
An optimal volume ellipsoid algorithm for parameter set estimation of time varying systems
Author :
Watkins, J.M. ; Yurkovich, S.
Author_Institution :
Dept. of Electr. Eng., Ohio State Univ., Columbus, OH, USA
Abstract :
In this paper, we investigate how parameter set estimation (PSE) can be applied to time varying systems. Parameter set estimation identifies a set of estimates which are feasible with the measured data and a priori information. For application to adaptive robust control and adaptive signal processing, it is important the size of this set be as small as possible. We will investigate how an optimum volume ellipsoid strategy for time invariant systems can be extended to time varying systems
Keywords :
adaptive control; optimisation; parameter estimation; signal processing; time-varying systems; PSE; adaptive robust control; adaptive signal processing; optimal volume ellipsoid algorithm; parameter set estimation; time varying systems; Adaptive control; Adaptive signal processing; Ellipsoids; Parameter estimation; Robust control; Robustness; Signal processing algorithms; State estimation; Time invariant systems; Time varying systems;
Conference_Titel :
System Theory, 1994., Proceedings of the 26th Southeastern Symposium on
Conference_Location :
Athens, OH
Print_ISBN :
0-8186-5320-5
DOI :
10.1109/SSST.1994.287901
