[1992] Proceedings of the 31st IEEE Conference on Decision and Control
DOI: 10.1109/cdc.1992.371383
|View full text |Cite
|
Sign up to set email alerts
|

Identification algorithms based on H/sub infinity / state-space filtering techinques

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
2

Citation Types

0
4
0

Publication Types

Select...
4
4

Relationship

0
8

Authors

Journals

citations
Cited by 14 publications
(4 citation statements)
references
References 1 publication
0
4
0
Order By: Relevance
“…These results were compared with a Least Square Estimator [4] and an H ∞ identifier [5,6] as benchmark algorithms.…”
Section: Comparisonmentioning
confidence: 99%
“…These results were compared with a Least Square Estimator [4] and an H ∞ identifier [5,6] as benchmark algorithms.…”
Section: Comparisonmentioning
confidence: 99%
“…If y is the measured output, a Kalman filter for one-step-ahead prediction of Xk+1 has the form 14) and the corresponding one-step-ahead prediction of 8 k+1 is If the probabilistic error-covariance operator for ij is G, then Thus the ARX coefficients that minimize the least-squares one-step-ahead prediction error in Problem 3.3 are the coefficients in the probabilistic minimum-variance prediction of iN+l based on the data yl, y2, ... YN and Ul, U2,... UN and the assumption that the initial state vector zx has zero mean and covariance G, given by (3.22). This G is indeed correct for the steady-state statistics of the state vector zx in (5.11) when T has spectral radius less than 1 and uk and wk are zero-mean stationary white noise sequences (in the probalistic sense) with covariance operators Ru and RIO, respectively.…”
Section: Minimax Estimation and Predictionmentioning
confidence: 99%
“…In [4,14,15], we introduced a new class of parameter estimation problems, in which the estimated parameters are minimizing solutions to minimax problems for quadratic fit-to-data criteria. Whereas the asymptotic parameter estimates produced by least-squares methods are Markov parameters of Kalman filters, the asymptotic parameter estimates produced by the order-recursive minimax problem in [4] are Markov parameters of discrete-time H. filters.…”
Section: Adaptive Minimax Estimation and Filteringmentioning
confidence: 99%
“…These results were compared with a Least Square Estimator [5] and an H∞ identifier [6] as benchmark algorithms.…”
Section: Comparisonmentioning
confidence: 99%