Title :
A modified prefilter for some recursive parameter estimation algorithms
Author_Institution :
Systems Control Technology, Inc., Palo Alto, CA, USA
fDate :
2/1/1982 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1982.1102835
