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Equivalent Prefilter Classes for Least-Squares Estimates in Prediction Error Identification
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1998 (English)Report (Other academic)
Abstract [en]

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
Keyword [en]
Prefilters, Least-squares estimates, Prediction identification
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55639ISRN: LiTH-ISY-R-2023OAI: diva2:316436
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-08Bibliographically approved

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Automatic ControlThe Institute of Technology
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ReferencesLink to record
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