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ON LINE IDENTIFICATION METHOD USING INSTRUMENTAL VARIABLES AND DECONVOLUTION.

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National Technical University of Athens   

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ON LINE IDENTIFICATION METHOD USING INSTRUMENTAL VARIABLES AND DECONVOLUTION. (EN)
Kollias, Stefanos (EN)
Halkias, Christos (EN)
conferenceItem (EN)
2014-03-01T02:40:47Z
1984 (EN)
A method is proposed for the online estimation of the ARMA model parameters of a system whose input is white unmeasurable, stationary, or nonstationary noise. The method is based on the instrumental variable principle for recursive parameter estimation and on fixed-lag smoothing of the equivalent state-space model for deconvolution. The consistency and asymptotic behavior of this approach are discussed and a simulation study is given, which supports the theoretical results. (EN)
Asymptotic Behaviour (EN)
STATE SPACE MODEL (EN)
INSTRUMENTAL VARIABLES (EN)
COMPUTER SYSTEMS, DIGITAL - On Line Operation (EN)
Instrumental Variable (EN)
Simulation Study (EN)
Parameter Estimation (EN)
CONTROL SYSTEMS (EN)
ARMA MODEL (EN)
DECONVOLUTION (EN)
arma model (EN)
On-line Estimation (EN)
STATISTICAL METHODS - Regression Analysis (EN)
State Space Model (EN)
Proceedings of the IEEE Conference on Decision and Control (EN)
Proceedings of the IEEE Conference on Decision and Control (EN)
IEEE, New York, NY, USA (EN)
National Technical University of Athens
Digital Library of National Technical University of Athens | Dspace@NTUA
Κεντρική Βιβλιοθήκη Ε.Μ.Π.
Ιδρυματικό Αποθετήριο
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