DocumentCode
799997
Title
Unbiased estimator for identification of constant linear discrete systems
Author
Budin, M.
Author_Institution
Stanford University, Stanford, CA, USA
Volume
14
Issue
2
fYear
1969
fDate
4/1/1969 12:00:00 AM
Firstpage
193
Lastpage
194
Abstract
An unbiased estimator for real-time parameter identification and state estimation for constant linear discrete systems is presented. Bias correction is accomplished by taking account of the mean value of second-order terms which are generally neglected. The inclusion of the bias correction results in better performance for a quadratic cost criterion.
Keywords
Linear systems, time-invariant discrete-time; Parameter identification; State estimation; Additive noise; Equations; Kalman filters; Nonlinear filters; Optimal control; Parameter estimation; Recursive estimation; State estimation; Stochastic processes; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1969.1099145
Filename
1099145
Link To Document