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

页码：1672 / 1677

页数：6

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