Noise-Robust Parameter Estimation Of Linear Systems
The parameter estimation problem of linear systems from input output measurements, corrupted with nonwhite noise of unknown covariance, is considered. Under this realistic situation, the least squares parameters estimation is nown to be biased. In this paper, a recursive parameters stimation algorit...
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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/2534/1/8.pdf |
| الوسوم: |
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| _version_ | 1864513390856110080 |
|---|---|
| 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/2534/1/8.pdf Noise-Robust Parameter Estimation Of Linear Systems. JOURNAL OF VIBRATION AND CONTROL, 6. pp. 27-40. |
| dc.language.none.fl_str_mv | en |
| dc.publisher.none.fl_str_mv | SAGE PUBLICATIONS INC |
| dc.relation.none.fl_str_mv | https://eprints.kfupm.edu.sa/id/eprint/2534/ |
| dc.rights.*.fl_str_mv | info:eu-repo/semantics/openAccess |
| dc.subject.none.fl_str_mv | Systems |
| dc.title.none.fl_str_mv | Noise-Robust Parameter Estimation Of Linear Systems |
| dc.type.none.fl_str_mv | Article PeerReviewed info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article |
| description | The parameter estimation problem of linear systems from input output measurements, corrupted with nonwhite noise of unknown covariance, is considered. Under this realistic situation, the least squares parameters estimation is nown to be biased. In this paper, a recursive parameters stimation algorithm, which is unbiased for a wide class of measurement noise, is developed. Monte Carlo simulation results show the effectiveness of the developed parameters' estimator and its superiority over the least squares-based estimator. |
| eu_rights_str_mv | openAccess |
| format | article |
| id | KFUPM_6f4e186d3cd1cc40aed4580a4773a72c |
| identifier_str_mv | Noise-Robust Parameter Estimation Of Linear Systems. JOURNAL OF VIBRATION AND CONTROL, 6. pp. 27-40. |
| language_invalid_str_mv | en |
| network_acronym_str | KFUPM |
| network_name_str | King Fahd University of Petroleum and Minerals |
| oai_identifier_str | oai::2534 |
| publishDate | 2020 |
| publisher.none.fl_str_mv | SAGE PUBLICATIONS INC |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | |
| repository_id_str | |
| spelling | Noise-Robust Parameter Estimation Of Linear SystemsEmara-Shabaik, HusamunknownSystemsThe parameter estimation problem of linear systems from input output measurements, corrupted with nonwhite noise of unknown covariance, is considered. Under this realistic situation, the least squares parameters estimation is nown to be biased. In this paper, a recursive parameters stimation algorithm, which is unbiased for a wide class of measurement noise, is developed. Monte Carlo simulation results show the effectiveness of the developed parameters' estimator and its superiority over the least squares-based estimator.SAGE PUBLICATIONS INCArticlePeerReviewedinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttps://eprints.kfupm.edu.sa/id/eprint/2534/1/8.pdf Noise-Robust Parameter Estimation Of Linear Systems. JOURNAL OF VIBRATION AND CONTROL, 6. pp. 27-40. enhttps://eprints.kfupm.edu.sa/id/eprint/2534/2020info:eu-repo/semantics/openAccessoai::25342019-11-01T13:44:40Z |
| spellingShingle | Noise-Robust Parameter Estimation Of Linear Systems Emara-Shabaik, Husam Systems |
| status_str | publishedVersion |
| title | Noise-Robust Parameter Estimation Of Linear Systems |
| title_full | Noise-Robust Parameter Estimation Of Linear Systems |
| title_fullStr | Noise-Robust Parameter Estimation Of Linear Systems |
| title_full_unstemmed | Noise-Robust Parameter Estimation Of Linear Systems |
| title_short | Noise-Robust Parameter Estimation Of Linear Systems |
| title_sort | Noise-Robust Parameter Estimation Of Linear Systems |
| topic | Systems |
| url | https://eprints.kfupm.edu.sa/id/eprint/2534/1/8.pdf |