Title :
Properties of one-step prediction observers (identifiers) for system parameter identification
Author :
Loh, Robert N K ; Lu, Manxue
Author_Institution :
Dept. of Electr. & Syst. Eng., Oakland Univ., Rochester, MI, USA
Abstract :
A unifying one-step prediction observer (identifier) for system parameter estimation or identification of autoregressive moving average (ARMA) processes is developed. Four specific algorithms can be derived from the unifying algorithm. The properties of the four algorithms developed are investigated.
Keywords :
autoregressive moving average processes; least squares approximations; observers; parameter estimation; prediction theory; ARMA processes; autoregressive moving average processes; identifiers; one-step prediction observers; system parameter estimation; system parameter identification; unifying algorithm; Equations; Filters; Modeling; Noise measurement; Parameter estimation; Prediction algorithms; Projection algorithms; Robotics and automation; Sampling methods; Systems engineering and theory;
Conference_Titel :
Signal Processing, 2002 6th International Conference on
Print_ISBN :
0-7803-7488-6
DOI :
10.1109/ICOSP.2002.1180994
