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Gaussian-Optimal On-Line Parameter Estimation
University of California, Los Angeles, CA, USA.
Linköpings universitet, Institutionen för systemteknik, Reglerteknik. Linköpings universitet, Tekniska högskolan.
1980 (engelsk)Inngår i: Proceedings of the 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes, 1980, s. 681-683Konferansepaper, Publicerat paper (Fagfellevurdert)
Abstract [en]

The gaussian-optimal on-line parameter estimator is presented in both continuous and discrete time. This estimation algorithm is based on the optimal non-linear filter equations under the approximation that both state and parameters have gaussian distributions. Only the first and second conditional moments need be updated, because the fourth order moments are computed from the second order and no other order moments are needed. The convergence of this on-line parameter estimator is analyzed by the method of Ljung.

sted, utgiver, år, opplag, sider
1980. s. 681-683
Emneord [en]
Gaussian-optimal, On-line parameter estimator, Algorithm, Non-linear filter equations, Convergence
HSV kategori
Identifikatorer
URN: urn:nbn:se:liu:diva-102133DOI: 10.1109/CDC.1980.271886OAI: oai:DiVA.org:liu-102133DiVA, id: diva2:668572
Konferanse
19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes, Albuquerque, NM, USA, December, 1980
Tilgjengelig fra: 2013-12-01 Laget: 2013-12-01 Sist oppdatert: 2013-12-01

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Totalt: 38 treff
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