• DocumentCode
    3019482
  • Title

    Application of a recursive estimation algorithm with information-dependent updating to ARMAX models with ARMA models with unknown inputs

  • Author

    Huang, Y.F. ; Rao, Ashok K.

  • Author_Institution
    University of Notre Dame, Notre Dame, IN, USA
  • Volume
    12
  • fYear
    1987
  • fDate
    31868
  • Firstpage
    1007
  • Lastpage
    1010
  • Abstract
    A new recursive estimation algorithm which has been used for the parameter estimation of ARX models is extended to the more general ARMAX case. Sufficient conditions for the convergence of the algorithm are derived. Simulation results show that consistent parameter estimates are obtained for a large range of model parameters.
  • Keywords
    Application software; Convergence; Ellipsoids; Noise measurement; Parameter estimation; Recursive estimation; Signal processing algorithms; Sufficient conditions; White noise; Yield estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1987.1169817
  • Filename
    1169817
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3019482