DocumentCode :
840712
Title :
On computing output-error estimates
Author :
Kabaila, Paul
Author_Institution :
CSIRO, South Melbourne, Victoria, Australia
Volume :
28
Issue :
1
fYear :
1983
fDate :
1/1/1983 12:00:00 AM
Firstpage :
99
Lastpage :
101
Abstract :
In this note, we consider a system with rational transfer function from input to output where this transfer function has 
parameters. It is also supposed that the input has a spectrum consisting of distinct points (equivalently, we suppose that the design index = 
). As proved in [2], this implies that the output-error estimator has the same efficiency as the prediction-error estimator. We present a very convenient algorithm for computing the output-error estimate of the transfer function from input to output.
parameters. It is also supposed that the input has a spectrum consisting of distinct points (equivalently, we suppose that the design index = ). As proved in [2], this implies that the output-error estimator has the same efficiency as the prediction-error estimator. We present a very convenient algorithm for computing the output-error estimate of the transfer function from input to output.Keywords :
Parameter estimation, linear systems; System identification, linear systems; Transfer functions; Autoregressive processes; Covariance matrix; Digital filters; Entropy; Equations; Lattices; Linear systems; Reflection; Speech; State feedback;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1983.1103131
Filename :
1103131
Link To Document :
