Title :
Robust parameter identification of discrete time single input single output linear time varying systems
Author :
Ghosh, Bijoy K. ; Schättler, Heinz
Author_Institution :
Dept. of Syst. Sci. & Math., Washington Univ., St. Louis, MO, USA
Abstract :
An algorithm for solving the robust parameter identification problem for a discrete-time single-input single-output linear time-varying system is presented. The proposed approach is applied to an ARMA (autoregressive moving average) system of lag 1
Keywords :
discrete time systems; identification; linear systems; statistical analysis; time-varying systems; ARMA; SISO systems; autoregressive moving average; discrete time systems; identification; linear systems; time varying systems; Algorithms; Drives; Parameter estimation; Probability distribution; Robustness; Testing; Time varying systems; Uncertainty; Yield estimation;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203382