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Transfer Function Parameter Interval Estimation Using Recursive Least Squares in the Time and Frequency Domains

  • P.-O. Gutman

Abstract

A bank of recursive least squares (RLS) estimators is proposed for the estimation of the uncertainty intervals of the parameters of an equation error model (or RLS model), where the equation error is assumed to lie between a known upper and lower bound. It is shown that the off-line least squares method gives the maximum and minimum parameter values that could have produced the recorded input-output sequence. By modifying the RLS estimator in two ways, it is possible to recursively compute inner and outer bounds of the uncertainty intervals. It is shown that the inner bound is asymptotically tight. It is demonstrated that transfer function parameter intervals can also be estimated, by applying the method to measured frequency function data.

Keywords

Discrete Fourier Transform Equation Error Recursive Little Square Uncertainty Interval Robust Controller 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • P.-O. Gutman
    • 1
  1. 1.Faculty of Agricultural EngineeringTechnion—Israel Institute of TechnologyHaifaIsrael

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