Errors-in-variables identification through covariance matching: Analysis of a colored measurement noise case

被引：5
|
作者：
Mossberg, Magnus [1 ]
机构：
[1] Karlstad Univ, Dept Elect Engn, Karlstad, Sweden
来源：
2008 AMERICAN CONTROL CONFERENCE, VOLS 1-12 | 2008年
关键词：
D O I：
10.1109/ACC.2008.4586674
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The method of covariance and cross-covariance matching is considered for errors-in-variables identification where the measurement noises are colored. The covariance and cross-covariance functions are estimated from the noise-corrupted data and the corresponding theoretical functions, parameterized by the unknown parameters, are matched to the estimated functions. The main contribution of the paper is a step-by-step algorithm for the computation of the covariance matrix of the estimated system parameters.
引用
收藏
页码：1310 / 1315
页数：6
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