DocumentCode
1245293
Title
First-order tracking properties of weighted least squares estimators
Author
Niedzwiecki, Maciej
Author_Institution
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT
Volume
33
Issue
1
fYear
1988
fDate
1/1/1988 12:00:00 AM
Firstpage
94
Lastpage
96
Abstract
The first-order tracking properties (evolution of the mean tracking error) of weighted-least-squares (WLS) estimators applied to nonstationary system identification are investigated. The expected path of the parameter estimates is evaluated. The concept of the impulse response associated with the WLS estimator is introduced
Keywords
difference equations; least squares approximations; parameter estimation; stochastic systems; time-varying systems; difference equations; first-order tracking properties; identification; impulse response; least squares approximations; nonstationary system; parameter estimation; stochastic systems; time varying systems; weighted least squares estimators; Artificial intelligence; Difference equations; History; Least squares approximation; Nonlinear filters; Parameter estimation; Stochastic systems; System identification; Vectors; Yield estimation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.365
Filename
365
Link To Document