ON A PRIORI ERROR ESTIMATES OF SOME IDENTIFICATION METHODS,

Abstract

The paper examines in detail the estimation errors of two algorithms proposed by Koopmans and Levin for identifying linear systems described by an nth order scalar difference equation. Necessary and sufficient conditions are established for the strong consistency of the estimates that these algorithms generate. A priori error bounds on estimation error are obtained to provide a quantitative basis for comparing these algorithms in relation to the maximum likelihood estimates. Computational results are also presented to supplement the theoretical discussions. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 09, 1969
Accession Number
AD0698827

Entities

People

  • M. Aoki
  • P. C. Yue

Organizations

  • University of California, Los Angeles

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Consistency
  • Difference Equations
  • Differential Equations
  • Equations
  • Identification
  • Linear Systems
  • Mathematical Analysis
  • Mathematics

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis