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Noise-Robust Parameter Estimation Of Linear Systems

Emara-Shabaik, Husam Noise-Robust Parameter Estimation Of Linear Systems. JOURNAL OF VIBRATION AND CONTROL, 6. pp. 27-40.

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Abstract

The parameter estimation problem of linear systems from input output measurements, corrupted with nonwhite noise of unknown covariance, is considered. Under this realistic situation, the least squares parameters estimation is nown to be biased. In this paper, a recursive parameters stimation algorithm, which is unbiased for a wide class of measurement noise, is developed. Monte Carlo simulation results show the effectiveness of the developed parameters' estimator and its superiority over the least squares-based estimator.



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:2534
Deposited By:SYED AMEENUDDIN HUSSAIN
Deposited On:14 Jun 2008 13:42
Last Modified:12 Apr 2011 13:13

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