DocumentCode
390424
Title
Properties of one-step prediction observers (identifiers) for system parameter identification
Author
Loh, Robert N K ; Lu, Manxue
Author_Institution
Dept. of Electr. & Syst. Eng., Oakland Univ., Rochester, MI, USA
Volume
1
fYear
2002
fDate
26-30 Aug. 2002
Firstpage
96
Abstract
A unifying one-step prediction observer (identifier) for system parameter estimation or identification of autoregressive moving average (ARMA) processes is developed. Four specific algorithms can be derived from the unifying algorithm. The properties of the four algorithms developed are investigated.
Keywords
autoregressive moving average processes; least squares approximations; observers; parameter estimation; prediction theory; ARMA processes; autoregressive moving average processes; identifiers; one-step prediction observers; system parameter estimation; system parameter identification; unifying algorithm; Equations; Filters; Modeling; Noise measurement; Parameter estimation; Prediction algorithms; Projection algorithms; Robotics and automation; Sampling methods; Systems engineering and theory;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing, 2002 6th International Conference on
Print_ISBN
0-7803-7488-6
Type
conf
DOI
10.1109/ICOSP.2002.1180994
Filename
1180994
Link To Document