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

Share/Save/Bookmark

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

open access
[img]
Preview
PDF
376kB
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
Export this item as:BibTeX
EndNote
HTML Citation
Reference Manager

 

Repository Staff Only: item control page