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

J.M. Vregelaar, ten

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

J.M. Vregelaar, ten

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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.

Original language	English
Place of Publication	Eindhoven
Publisher	Technische Universiteit Eindhoven
Number of pages	17
Publication status	Published - 1988

Publication series

Name	Memorandum COSOR
Volume	8802
ISSN (Print)	0926-4493

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

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