Title :
Stable estimates in equation error identification
Author :
López-Valcarce, Roberto ; Dasgupta, Soura
Author_Institution :
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Abstract :
The standard equation-error system identification method is known to be biased if the data are noise corrupted. It is also known that in certain cases the poles of the estimate can lie outside the unit circle. In this paper conditions for the unknown plant guaranteeing a stable estimate are investigated
Keywords :
parameter estimation; poles and zeros; stability; transfer functions; equation error identification; poles; stability; stable estimate; transfer function; Cities and towns; Computer errors; Difference equations; Filters; Noise shaping; Signal processing; Signal processing algorithms; Signal to noise ratio; System identification; Transfer functions;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657761