Convergence Properties of an Extended Least Squares (ELS) Variant
By factorizing the A- and B-polynomials in an ARMAX model and filtering the input/output data with the appropriate factors thereof, the parameters of the model can be estimated in a decentralized fashion. This may improve the robustness of sonic estimators significantly, e.g., when applied to very s...
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Format: | Article |
Language: | English |
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Norwegian Society of Automatic Control
2000-04-01
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Series: | Modeling, Identification and Control |
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Online Access: | http://www.mic-journal.no/PDF/2000/MIC-2000-2-3.pdf |