Estimation of Parameters in Systems of Relatively Slow Time Variation

Abstract

The estimation of parameters for a rather general class of nonlinear, time-varying, causal, bounded memory systems is discussed. A model for such systems is established using the concept that the system variation is unknown, but bounded between observation times. A recursive estimation algorithm is developed for the model, and both upper and lower bounds are found for the guaranteed error of estimation.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1974
Accession Number
ADA013068

Entities

People

  • Philip H. Fiske
  • William L. Root

Organizations

  • University of Michigan

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Equations
  • Estimators
  • Illinois
  • Kalman Filtering
  • Measurement
  • Michigan
  • Numbers
  • Random Variables
  • Real Numbers
  • Scientific Research
  • Sequences
  • Statistical Algorithms
  • United States
  • Universities

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.