Iterative least-squares parameter estimation for ARMA pulse response and output disturbance

Löhnberg, P. and Wisselink, G.H.J. (1982) Iterative least-squares parameter estimation for ARMA pulse response and output disturbance. IEEE Transactions on Automatic Control, 27 (6). pp. 1252-1255. ISSN 0018-9286

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Abstract:	The parameters of an ARMA system and of additive ARMA output disturbance with mutually different poles were estimated from a record of the disturbed output on a single pulse input. Alternating the steps of iterative inverse filtering with iterations according to generalized least squares appeared very economical for this system. This procedure converged for second-order simulations. Statistics of the estimates were evaluated from these simulation results for two signal-to-noise ratios.
Item Type:	Article
Copyright:	©1982 IEEE
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Link to this item:	http://purl.utwente.nl/publications/55614
Official URL:	http://dx.doi.org/10.1109/TAC.1982.1103099
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