Abstract
![CDATA[In this paper a modified identification algorithm for linear systems with noisy input-output data is developed. The main idea is to introduce extra equations so that the variances of the input noise and the output noise, which determine the noise-induced bias in the least-squares parameter estimator, can be estimated in a more accurate and quicker way. Due to this, such performance as estimation accuracy and convergence speed of the bias-correction based algorithm can be significantly boosted, at the expense of a fractional increase in the numerical cost. Computer simulations are presented, which leads to some useful conclusions.]]
| Original language | English |
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| Title of host publication | Proceedings of the 2002 IEEE International Symposium on Circuits and Systems held on May 26-29, 2002 at Fairmont Scottsdale Princess, Phoenix-Scottsdale, Arizona, USA |
| Publisher | IEEE Press |
| Number of pages | 1 |
| ISBN (Print) | 0780374487 |
| Publication status | Published - 2002 |
| Event | IEEE International Symposium on Circuits and Systems - Duration: 20 May 2012 → … |
Conference
| Conference | IEEE International Symposium on Circuits and Systems |
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| Period | 20/05/12 → … |
Keywords
- signal processing
- electric filters
- electronics
- linear systems
- least squares
- parameter estimation