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Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching

Emara-Shabaik, Husam Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 31. pp. 213-216.

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Abstract

The problem of the estimation of the parameters of linear systems from noisy inputoutput measurements is considered. A third-order cumulant matching recursive algorithm is developed. The algorithm provides unbiased estimates of the parameters for a wide class of correlated noise corrupting both the input and the output measurements. A Monte Carlo type of simulation shows the consistency, and the superiority of the developed algorithm over the least-squares technique



Item Type:Article
Subjects:Systems
Divisions:College Of Computer Sciences and Engineering > Systems Engineering Dept
Creators:Emara-Shabaik, Husam
Email:Shabaik@kfupm.edu.sa
ID Code:2530
Deposited By:SYED AMEENUDDIN HUSSAIN
Deposited On:14 Jun 2008 13:43
Last Modified:12 Apr 2011 13:13

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