Title :
On the accuracy of least squares algorithms for estimating zeros
Author :
Fledderjohn, M.S. ; Holzel, M.S. ; Morozov, A.V. ; Bernstein, D.S.
Author_Institution :
Univ. of Michigan, Ann Arbor, MI, USA
fDate :
June 30 2010-July 2 2010
Abstract :
We investigate the accuracy of least-squares-based algorithms for estimating system zeros in the presence of known or unknown order and known or unknown relative degree. Specifically, we use least-squares to estimate the parameters of ARX and μ-Markov models from which zero estimates are calculated directly using the numerator polynomial as well as indirectly using the truncated Laurent expansion or the eigensystem realization algorithm (ERA). To employ the truncated Laurent expansion or ERA, we consider the Markov parameters estimated from the μ-Markov model. Lastly, we investigate the spurious zeros of the μ-Markov model and truncated Laurent expansion to determine to what extent these zeros behave in a predictable manner.
Keywords :
Markov processes; eigenvalues and eigenfunctions; estimation theory; least squares approximations; poles and zeros; polynomial approximation; series (mathematics); μ-Markov model; ARX model; eigensystem realization algorithm; estimating system zeros; least squares based algorithm; numerator polynomial; truncated Laurent expansion; Additive white noise; Control systems; Control theory; Least squares approximation; Noise measurement; Parameter estimation; Polynomials; Predictive models; Upper bound; White noise;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5531207