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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