Signal Estimation and System Identification with Limited Time Data.

Abstract

With disturbances modeled by arbitrary solutions to a linear homogeneous differential equation, a deterministic theory is developed for parameter estimation using data over a limited time interval which has applications to signal estimation and system identification. Linear and certain classes of nonlinear and time varying systems can be treated for identification purposes. The approach circumvents the need to estimate unknown initial conditions through the use of a certain projection operator. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1977
Accession Number
ADA049498

Entities

People

  • Allan E. Pearson

Organizations

  • Brown University

Tags

Communities of Interest

  • Air Platforms
  • Space

DTIC Thesaurus Topics

  • Abstracts
  • Aircrafts
  • Computational Science
  • Computations
  • Computer Simulations
  • Differential Equations
  • Equations
  • Equations Of State
  • Fourier Series
  • Identification
  • Intervals
  • Linear Differential Equations
  • Linear Systems
  • Polynomials
  • Security
  • Time Intervals
  • Two Dimensional

Fields of Study

  • Engineering

Readers

  • Approximation Theory.
  • Control Systems Engineering.
  • Operations Research