Title :
Limit estimation for discrete time-varying system with converging coefficients
Author_Institution :
Dept. of Autom. Control, Silesian Tech. Univ., Gliwice, Poland
Abstract :
A version of a least squares estimator for a discrete time-varying linear system is considered under the assumption that the coefficients of the system have limits as time tends to infinity. It is proved that the time invariant LS estimator can be used as an estimator of limits of the coefficients and the conditions for strong consistency are established
Keywords :
discrete systems; least squares approximations; linear systems; parameter estimation; time-varying systems; converging coefficients; discrete time-varying system; least squares estimator; limit estimation; strong consistency; Cost function; Covariance matrix; Feedback control; H infinity control; Least squares approximation; Linear systems; Recursive estimation; State estimation; Time varying systems; White noise;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.786249
