Conference proceeding
Unfalsified weighted least squares estimates in set-membership identification
PROCEEDINGS OF THE 1997 AMERICAN CONTROL CONFERENCE, VOLS 1-6, pp.1519-1523
1997
Abstract
It is well-known that the Weighted Least Squares (WLS) identification algorithm provides estimates that are in general not in the membership set and in this sense are falsified estimates. This paper shows that: (1) If the noise bound is known, the WLS estimates can be made to lie in or converge to the membership set by choosing the weights properly. (2) If the noise bound is unknown, the same results can still be achieved by using white input signals for Finite Impulse Response systems.
Details
- Title: Subtitle
- Unfalsified weighted least squares estimates in set-membership identification
- Creators
- E W BaiL QiuR TempoAMER AUTOMAT CONTROL COUNCIL
- Resource Type
- Conference proceeding
- Publication Details
- PROCEEDINGS OF THE 1997 AMERICAN CONTROL CONFERENCE, VOLS 1-6, pp.1519-1523
- Language
- English
- Date published
- 1997
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984231968902771
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