Title :
Real-time signal processing for unbiased system identification
Author :
Claassen, Judith G. ; Thompson, Wiley E.
Author_Institution :
New Mexico State University, New Mexico
Abstract :
A new procedure for unbiased estimation of system parameters is presented in which no knowledge of the statistics of the input or of the output measurement error is required. The procedure is applicable to linear, discrete-time systems and is based on the impulse response formulation. The algorthim is sequential and computationally practical for on-line application.
Keywords :
Computer errors; Convolution; Difference equations; Error analysis; Limiting; Real time systems; Signal processing; State estimation; State-space methods; System identification;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '78.
DOI :
10.1109/ICASSP.1978.1170430
