Cart (Loading....) | Create Account
Close category search window
 

A note on sampling and parameter estimation in linear stochastic systems

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Duncan, T.E. ; Dept. of Math., Kansas Univ., Lawrence, KS, USA ; Mandl, P. ; Pasik-Duncan, B.

Numerical differentiation formulas that yield consistent least squares parameter estimates from sampled observations of linear, time invariant higher order systems have been introduced previously by Duncan et al. (1994). The formulas given by Duncan et al. have the same limiting system of equations as in the continuous time case. The formula presented in this note can be characterized as preserving asymptotically a partial integration rule. It leads to limiting equations for the parameter estimates that are different from the continuous case, but they again imply consistency. The numerical differentiation formulas given here can be used for an arbitrary linear system, which is not the case in the previous paper by Duncan et al

Published in:

Automatic Control, IEEE Transactions on  (Volume:44 ,  Issue: 11 )

Date of Publication:

Nov 1999

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.