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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Bibliographic Details
Main Author: Rolf Henriksen
Format: Article
Language:English
Published: Norwegian Society of Automatic Control 2000-04-01
Series:Modeling, Identification and Control
Subjects:
Online Access:http://www.mic-journal.no/PDF/2000/MIC-2000-2-3.pdf