Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching
The problem of the estimation of the parameters of linear systems from noisy inputoutput measurements is considered. A third-order cumulant matching recursive algorithm is developed. The algorithm provides unbiased estimates of the parameters for a wide class of correlated noise corrupting both the...
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| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | article |
| منشور في: |
2020
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://eprints.kfupm.edu.sa/id/eprint/2530/1/4.pdf |
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| _version_ | 1864513382454919168 |
|---|---|
| author | Emara-Shabaik, Husam |
| author2 | unknown |
| author2_role | author |
| author_facet | Emara-Shabaik, Husam unknown |
| author_role | author |
| dc.creator.none.fl_str_mv | Emara-Shabaik, Husam unknown |
| dc.date.*.fl_str_mv | 2020 |
| dc.format.none.fl_str_mv | application/pdf |
| dc.identifier.none.fl_str_mv | https://eprints.kfupm.edu.sa/id/eprint/2530/1/4.pdf Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 31. pp. 213-216. |
| dc.language.none.fl_str_mv | en |
| dc.publisher.none.fl_str_mv | TAYLOR FRANCIS LTD, |
| dc.relation.none.fl_str_mv | https://eprints.kfupm.edu.sa/id/eprint/2530/ |
| dc.rights.*.fl_str_mv | info:eu-repo/semantics/openAccess |
| dc.subject.none.fl_str_mv | Systems |
| dc.title.none.fl_str_mv | Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching |
| dc.type.none.fl_str_mv | Article PeerReviewed info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article |
| description | The problem of the estimation of the parameters of linear systems from noisy inputoutput measurements is considered. A third-order cumulant matching recursive algorithm is developed. The algorithm provides unbiased estimates of the parameters for a wide class of correlated noise corrupting both the input and the output measurements. A Monte Carlo type of simulation shows the consistency, and the superiority of the developed algorithm over the least-squares technique |
| eu_rights_str_mv | openAccess |
| format | article |
| id | KFUPM_13dd13feba7e94e138ebae03a2358450 |
| identifier_str_mv | Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 31. pp. 213-216. |
| language_invalid_str_mv | en |
| network_acronym_str | KFUPM |
| network_name_str | King Fahd University of Petroleum and Minerals |
| oai_identifier_str | oai::2530 |
| publishDate | 2020 |
| publisher.none.fl_str_mv | TAYLOR FRANCIS LTD, |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | |
| repository_id_str | |
| spelling | Recursive Estimation Of Linear Systems' Parameters Based On Cumulant MatchingEmara-Shabaik, HusamunknownSystemsThe problem of the estimation of the parameters of linear systems from noisy inputoutput measurements is considered. A third-order cumulant matching recursive algorithm is developed. The algorithm provides unbiased estimates of the parameters for a wide class of correlated noise corrupting both the input and the output measurements. A Monte Carlo type of simulation shows the consistency, and the superiority of the developed algorithm over the least-squares techniqueTAYLOR FRANCIS LTD,ArticlePeerReviewedinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttps://eprints.kfupm.edu.sa/id/eprint/2530/1/4.pdf Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 31. pp. 213-216. enhttps://eprints.kfupm.edu.sa/id/eprint/2530/2020info:eu-repo/semantics/openAccessoai::25302019-11-01T13:44:39Z |
| spellingShingle | Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching Emara-Shabaik, Husam Systems |
| status_str | publishedVersion |
| title | Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching |
| title_full | Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching |
| title_fullStr | Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching |
| title_full_unstemmed | Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching |
| title_short | Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching |
| title_sort | Recursive Estimation Of Linear Systems' Parameters Based On Cumulant Matching |
| topic | Systems |
| url | https://eprints.kfupm.edu.sa/id/eprint/2530/1/4.pdf |