DocumentCode
2409119
Title
Weighted estimation and tracking for ARMAX models
Author
Bercu, Bernard
Author_Institution
Lab. de Stat., Paris Univ., Orsay, France
fYear
1992
fDate
1992
Firstpage
2740
Abstract
For a complex multivariable ARMAX (autoregressive moving-average with exogeneous inputs) model, the author studies the weighted least squares algorithm which improves the usual least squares algorithm by the choice of suitable ponderations. Concerning adaptive tracking problems, both strong consistency of the estimator and control optimality are ensured
Keywords
adaptive control; estimation theory; least squares approximations; matrix algebra; time series; tracking; ARMAX models; adaptive tracking; complex multivariable model; control optimality; strong consistency; weighted least squares algorithm; Adaptive control; Artificial intelligence; Convergence; Covariance matrix; Filtration; Least squares methods; Optimal control; Programmable control; Random variables; Trajectory;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location
Tucson, AZ
Print_ISBN
0-7803-0872-7
Type
conf
DOI
10.1109/CDC.1992.371320
Filename
371320
Link To Document