Noise-Robust Parameter Estimation Of Linear Systems

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
Depositing User: SYED AMEENUDDIN HUSSAIN
Date Deposited: 14 Jun 2008 13:42
Last Modified: 01 Nov 2019 16:44
URI: http://eprints.kfupm.edu.sa/id/eprint/2534