Abstract
This paper proposes a fast identification method for linear systems in the presence of input and output noises. The proposed method entails a new scheme that makes use of added information regarding the identified system so that a better estimate of the unknown variances of the input and output noises can be attained in a quicker manner during the iterative estimation process. Simulations described in the paper demonstrate that the proposed method can converge at a faster rate towards the true system parameters and the accuracy of the parameter estimates can also be raised.
| Original language | English |
|---|---|
| Title of host publication | ICSP 2002 - 2002 6th International Conference on Signal Processing, Proceedings |
| Editors | Baozong Yuan, Xiaofang Tang |
| Publisher | Institute of Electrical and Electronics Engineers Inc. |
| Pages | 9-12 |
| Number of pages | 4 |
| ISBN (Electronic) | 0780374886 |
| DOIs | |
| Publication status | Published - 2002 |
| Event | 6th International Conference on Signal Processing, ICSP 2002 - Beijing, China Duration: 26 Aug 2002 → 30 Aug 2002 |
Publication series
| Name | International Conference on Signal Processing Proceedings, ICSP |
|---|---|
| Volume | 1 |
Conference
| Conference | 6th International Conference on Signal Processing, ICSP 2002 |
|---|---|
| Country/Territory | China |
| City | Beijing |
| Period | 26/08/02 → 30/08/02 |
Bibliographical note
Publisher Copyright:© 2002 IEEE.