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Uncertainty evaluation for estimates from recursive projection algorithms

✍ Scribed by G. Belforte

Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
529 KB
Volume
9
Category
Article
ISSN
0890-6327

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✦ Synopsis

In this paper we consider parameter estimation of linear systems described by yi = are + ei, where the ith measurement yi is linearly dependent on the parameter vector 0 6 Rp through the regressor vector 4 : 6 RP and the measurement error ei is unknown but bounded.

Some properties of previously presented algorithms for recursive parameter identification in the unknown but bounded error (UBBE) context are discussed. In particular it is analysed how different levels of information on the error structure can influence the choice of the identification algorithms and the possibility of evaluating the reliability of the estimates. Attention is also focused on the influence that forgetting schemes have on the estimates and on their confidence evaluation.

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