By Topic

System parameter estimation with input/output noisy data and missing measurements

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
$33 $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

2 Author(s)
Jeng-Ming Chen ; Dept. of Electr. Eng., St. John''s & St. Mary''s Inst. of Technol., Tamsui, Taiwan ; Chen, Bor-Sen

An investigation is undertaken to examine the parameter estimation problem of linear systems when some of the measurements are unavailable (i.e., missing data) and the probability of occurrence of missing data is unknown a priori. The system input and output data are also assumed to be corrupted by measurement noise, and the knowledge of the noise distribution is unknown. Under the unknown noise distribution and missing measurements, a consistent parameter estimation algorithm [which is based on an lp norm iterative estimation algorithm-iteratively reweighted least squares (IRLS)] is proposed to estimate the system parameters. We show that if the probability of missing measurement is less than one half, the parameter estimates via the proposed estimation algorithm will converge to the true parameters as the number of data tends to infinity. Finally, several simulation results are presented to illustrate the performance of the proposed l p norm iterative estimation algorithm. Simulation results indicate that under input/output missing data and noise environment, the proposed parameter estimation algorithm is an efficient approach toward the system parameter estimation problem

Published in:

Signal Processing, IEEE Transactions on  (Volume:48 ,  Issue: 6 )