DocumentCode :
843144
Title :
On the efficiency of output-error estimators
Author :
Kabaila, Paul
Author_Institution :
Commonwealth Scientific and Industrial Research Organization, South Melbourne, Victoria, Australia
Volume :
29
Issue :
1
fYear :
1984
fDate :
1/1/1984 12:00:00 AM
Firstpage :
66
Lastpage :
67
Abstract :
In this correspondence we consider a system with rational transfer function from input to output where the transfer function has 
parameters. It is proved in [1] that when the input is a sum of sinusoids and has a two-sided line spectrum consisting of distinct frequencies, then the output-error estimator and the prediction-error estimator are equally efficient. This result, which is at first sight a surprising one, is given an intuitively pleasing proof in this correspondence. This proof is based on the algorithm of [2].
parameters. It is proved in [1] that when the input is a sum of sinusoids and has a two-sided line spectrum consisting of distinct frequencies, then the output-error estimator and the prediction-error estimator are equally efficient. This result, which is at first sight a surprising one, is given an intuitively pleasing proof in this correspondence. This proof is based on the algorithm of [2].Keywords :
Parameter estimation, linear systems; Prediction methods; Australia; Automatic control; Convergence; Delay; Equations; Frequency estimation; Mathematics; Statistical distributions; Transfer functions; White noise;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1984.1103367
Filename :
1103367
Link To Document :
