✦ LIBER ✦

Examination of the SPR condition in output error parameter estimation

✍ Scribed by B. Riedle; L. Praly; P. Kokotovic

Publisher: Elsevier Science
Year: 1986
Tongue: English
Weight: 361 KB
Volume: 22
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(86)90055-5

No coin nor oath required. For personal study only.

✦ Synopsis

When the SPR condition is not satisfied then there exist input signals for which the considered output error algorithm is locally unstable. A condition is given which delimits the sharp stability-instability boundary in the case of slow estimation, whereas local stability properties are guaranteed by a more conservative signal-dependent average SPR condition. These conditions are also illustrated by an example.

📜 SIMILAR VOLUMES

ESTIMATION OF OUTPUT ERROR MODELS IN THE

ESTIMATION OF OUTPUT ERROR MODELS IN THE PRESENCE OF UNKNOWN BUT BOUNDED DISTURBANCES

✍ GILLES FERRERES; MOHAMMED M'SAAD 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 383 KB 👁 2 views

In the context of set membership identification the feasible parameter set is defined as the set of plant parameters which are consistent with the model structure, the assumptions on (unknown but bounded) disturbances and all available measurements. It appears more convenient in practice to build an

Unbiased parameter estimation of linear

Unbiased parameter estimation of linear systems in the presence of input and output noise

✍ Wei-Xing Zheng And; Chun-Bo Feng 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 884 KB

It is well known that in practical situations the observed input-output data of an identified plant are usually corrupted by measurement noise. In this case the ordinary least-squares estimator of the system parameters is biased. In order to obtain a consistent estimator, a new type of modified leas

The Asymptotic Covariance Matrix of the

The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models

✍ Dr. D. G. Bonett; P. M. Bentler; J. A. Woodward 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 217 KB 👁 3 views

The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which

Covariate measurement error and the esti

Covariate measurement error and the estimation of random effect parameters in a mixed model for longitudinal data

✍ Tor D. Tosteson; John P. Buonaccorsi; Eugene Demidenko 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 163 KB 👁 3 views

We explore the effects of measurement error in a time-varying covariate for a mixed model applied to a longitudinal study of plasma levels and dietary intake of beta-carotene. We derive a simple expression for the bias of large sample estimates of the variance of random effects in a longitudinal mod