• DocumentCode
    3042485
  • Title

    A modified pre-filter for some recursive parameter estimation algorithms

  • Author

    Friedlander, B.

  • Author_Institution
    Systems Control, Inc., Palo Alto, California
  • fYear
    1981
  • fDate
    16-18 Dec. 1981
  • Firstpage
    1081
  • Lastpage
    1082
  • Abstract
    A new version of the recursive maximum likelihood algorithm for parameter estimation is presented. Using a modified pre-filter, we obtain an algorithm that reduces to the extended least-squares and the recursive maximum likelihood algorithms as special cases. The new algorithm has shown improved transient behavior in some applications.
  • Keywords
    Parameter estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1981.269384
  • Filename
    4047109