Parameter estimation for stochastic linear hereditary systems

Autor:	James A. Reneke, R.E. Fennell
Rok vydání:	2002
Předmět:	Mathematical optimization Covariance function Robustness (computer science) Estimation theory Distributed parameter system Linear system Applied mathematics Parameterized complexity Errors-in-variables models Covariance Mathematics
Zdroj:	[1991] Proceedings of the 30th IEEE Conference on Decision and Control.
DOI:	10.1109/cdc.1991.261773
Popis:	Given the response covariance of a linear heredity system and a parameterized model, a model error method is developed to estimate unknown system parameters. It is assumed that the system is linear and time-invariant, but not necessarily finite-dimensional. A characterization of the time-invariant property in terms of the response covariance function leads to a simplified error functional to estimate the unknown parameters. Numerical results are presented illustrating agreement between the estimated model and the data. Robustness of the methods to errors in the covariance function is discussed. >
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::ce7455abd54edf97c08b01e941170a64 https://doi.org/10.1109/cdc.1991.261773 Zobrazit plný text záznamu