A NON-PARAMETRIC RECURSIVE IDENTIFICATION ALGORITHM FOR FINITE-MEMORY LINEAR SYSTEMS,

Abstract

The problem of identifying a linear, finite memory, discrete-time system with noisy input and output is considered. A recursive algorithm is proposed which gives asymptotically unbiased estimates of the system parameters. The procedure does not require any specific knowledge of the noise statistics, in contrast to other proposed algorithms which generally need some knowledge of the statistics in order to obtain unbiased parameter estimates. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1969
Accession Number
AD0698770

Entities

People

  • S. C. Schwartz
  • Y. Bar-shalom

Organizations

  • Princeton University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Contrast
  • Data Science
  • Identification
  • Information Science
  • Linear Systems
  • Mathematics
  • Statistics

Readers

  • Mathematical Modeling and Probability Theory.
  • Neural Network Machine Learning.
  • Regression Analysis.