• DocumentCode
    837563
  • Title

    A modified prefilter for some recursive parameter estimation algorithms

  • Author

    Friedlander, B.

  • Author_Institution
    Systems Control Technology, Inc., Palo Alto, CA, USA
  • Volume
    27
  • Issue
    1
  • fYear
    1982
  • fDate
    2/1/1982 12:00:00 AM
  • Firstpage
    232
  • Lastpage
    235
  • Abstract
    Some new versions of the recursive maximum likelihood algorithm for parameter estimation are presented. Using a modified prefilter, we obtain a more general algorithm that reduces to the extended least-squares and the recursive maximum likelihood algorithms as special cases. The new algorithm has shown improved transient behavior in some applications.
  • Keywords
    Least-squares methods; Parameter estimation; Recursive estimation; maximum-likelihood (ML) estimation; Maximum likelihood estimation; Parameter estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1982.1102835
  • Filename
    1102835
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=837563