ESTIMATION OF ARMAX SYSTEMS AND STRICTLY POSITIVE REAL CONDITION

被引：0

作者：

LU, JM

YAHAGI, T

CAO, JT

机构：

[1] Chiba Univ, Chiba-shi, Japan

来源：

IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES | 1995年 / E78A卷 / 05期

关键词：

ARMAX SYSTEM; PARAMETER ESTIMATION; STRICTLY POSITIVE REAL; EXTENDED LEAST-SQUARES ALGORITHM;

D O I：

暂无

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

This letter presents a new estimation algorithm of ARMAX systems which do not always satisfy the strictly positive real (SPR) condition. We show how estimated parameters can converge to their true values based on the overparameterized system. Finally, the results of computer simulation are presented to illustrate the effectiveness of the proposed method.

引用

页码：641 / 643

页数：3

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