Optimal estimation of the parameters of linear periodically time-varying systems

被引：0

作者：

Kazlauskas, K ^{[1
]}

机构：

[1] Vilnius Pedag Univ, Inst Math & Informat, LT-2021 Vilnius, Lithuania

来源：

INFORMATICA | 2003年 / 14卷 / 02期

关键词：

parameter estimation; least squares; block approach; linear periodically time-varying systems; numerical simulation;

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 the linear periodically time-varying (LPTV) system parameter estimation using a block approach. An block algorithm is proposed for optimal estimation of the parameters of LPTV system from the input sequence and the output sequence corrupted by additive Gaussianly distributed noise. In the proposed method, the least squares error criterion has been used. The algorithm provides a useful computational tool based on an appropriate theoretical foundation for parameter estimation of linear time-invariant (LTI) systems from input and output data. Simulation results are presented that demonstrate the performance of the approach.

引用

页码：213 / 222

页数：10

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