Parameter Estimation and Design of Inputs in a Linear Dynamical System
โ Scribed by Alain Le Breton
- Book ID
- 124193485
- Publisher
- Applied Probability Trust
- Year
- 1978
- Tongue
- English
- Weight
- 219 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0001-8678
- DOI
- 10.2307/1426927
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A stationary estimator is presented that provides estimates for both the outputs and the inputs of linear timeinvariant systems. The estimates satisfy the input-output equations and are optimal in a weighted minimum variance sense. It is shown that the true optimum problem is too complicated to allo
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