RLS estimation of input/output models for distributed systems in the presence of noise

被引：0
|
作者：
Gibson, JS [1 ]
Lee, GH [1 ]
Wu, CF [1 ]
机构：
[1] Univ Calif Los Angeles, Los Angeles, CA 90095 USA
来源：
PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 1997年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper discusses recursive-least-squares estimation of parameters in digital input/output models of linear time-invariant distributed systems. The equivalence between the parameter estimation problem for infinitely long data sequences and a linear-quadratic optimal control problem on a finite interval is used to compute theoretical asymptotic values for the parameters estimated from finite data sequences. Numerical results are given for a sampled-data version of a wave equation.
引用
收藏
页码：1672 / 1677
页数：6
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