On estimating the parameters of a dynamic model from noisy input and output measurements

J.M. Vregelaar, ten

    Research output: Book/ReportReportAcademic

    14 Downloads (Pure)

    Abstract

    In this paper an algorithm is provided to compute least squares estimates for the parameters of a dynamic model from noisy measurements of inputs and outputs. Furthermore, we prove the consistency property for the corresponding estimators under some assumptions. Keywords: Parameter estimation, Dynamic model, Noisy measurements, Least squares estimation, Consistency.
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherTechnische Universiteit Eindhoven
    Number of pages17
    Publication statusPublished - 1988

    Publication series

    NameMemorandum COSOR
    Volume8802
    ISSN (Print)0926-4493

    Fingerprint

    Dynamic models
    Parameter estimation

    Cite this

    Vregelaar, ten, J. M. (1988). On estimating the parameters of a dynamic model from noisy input and output measurements. (Memorandum COSOR; Vol. 8802). Eindhoven: Technische Universiteit Eindhoven.
    Vregelaar, ten, J.M. / On estimating the parameters of a dynamic model from noisy input and output measurements. Eindhoven : Technische Universiteit Eindhoven, 1988. 17 p. (Memorandum COSOR).
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    abstract = "In this paper an algorithm is provided to compute least squares estimates for the parameters of a dynamic model from noisy measurements of inputs and outputs. Furthermore, we prove the consistency property for the corresponding estimators under some assumptions. Keywords: Parameter estimation, Dynamic model, Noisy measurements, Least squares estimation, Consistency.",
    author = "{Vregelaar, ten}, J.M.",
    year = "1988",
    language = "English",
    series = "Memorandum COSOR",
    publisher = "Technische Universiteit Eindhoven",

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    Vregelaar, ten, JM 1988, On estimating the parameters of a dynamic model from noisy input and output measurements. Memorandum COSOR, vol. 8802, Technische Universiteit Eindhoven, Eindhoven.

    On estimating the parameters of a dynamic model from noisy input and output measurements. / Vregelaar, ten, J.M.

    Eindhoven : Technische Universiteit Eindhoven, 1988. 17 p. (Memorandum COSOR; Vol. 8802).

    Research output: Book/ReportReportAcademic

    TY - BOOK

    T1 - On estimating the parameters of a dynamic model from noisy input and output measurements

    AU - Vregelaar, ten, J.M.

    PY - 1988

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    N2 - In this paper an algorithm is provided to compute least squares estimates for the parameters of a dynamic model from noisy measurements of inputs and outputs. Furthermore, we prove the consistency property for the corresponding estimators under some assumptions. Keywords: Parameter estimation, Dynamic model, Noisy measurements, Least squares estimation, Consistency.

    AB - In this paper an algorithm is provided to compute least squares estimates for the parameters of a dynamic model from noisy measurements of inputs and outputs. Furthermore, we prove the consistency property for the corresponding estimators under some assumptions. Keywords: Parameter estimation, Dynamic model, Noisy measurements, Least squares estimation, Consistency.

    M3 - Report

    T3 - Memorandum COSOR

    BT - On estimating the parameters of a dynamic model from noisy input and output measurements

    PB - Technische Universiteit Eindhoven

    CY - Eindhoven

    ER -

    Vregelaar, ten JM. On estimating the parameters of a dynamic model from noisy input and output measurements. Eindhoven: Technische Universiteit Eindhoven, 1988. 17 p. (Memorandum COSOR).