Equivalent Prefilter Classes for Least-Squares Estimates in Prediction Error Identification
1998 (English)Report (Other academic)
We present results about classes of prefilters that may result in similar model estimates by use of the classical least-squares prediction error identification methods. It will be seen that prefilters belonging to a particular class have identical transfer function moduli. We also address the issue of a possibly best prefilter within such equivalent classes. The result we obtain actually advocates for prefilters having the shortest extended impulse response (defined even for IIR prefilters).
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1998. , 16 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2023
Prefilters, Least-squares estimates, Prediction identification
IdentifiersURN: urn:nbn:se:liu:diva-55639ISRN: LiTH-ISY-R-2023OAI: oai:DiVA.org:liu-55639DiVA: diva2:316436