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
Link To Document