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Analysis of an output error identification algorithm

✍ Scribed by Petre Stoica; Torsten Söderström


Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
197 KB
Volume
17
Category
Article
ISSN
0005-1098

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✦ Synopsis


Alagraet--An output error-based algorithm proposed by Landau and recently analysed by Dugard and Landau is shown to have a certain robustness property. Specifically it is proved that the parameters of the system transfer function can be estimated consistently with that algorithm even if the noise is not correctly modelled. This fact was noticed empirically by Dugard and Landau but a theoretical analysis was not provided.


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