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

J.M. Vregelaar, ten

    Research output: Book/ReportReportAcademic

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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 languageEnglish
    Place of PublicationEindhoven
    PublisherTechnische Universiteit Eindhoven
    Number of pages17
    Publication statusPublished - 1988

    Publication series

    NameMemorandum COSOR
    Volume8802
    ISSN (Print)0926-4493

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