Optimal Estimation of the Parameters of Linear Periodically Time‐varying Systems
Copyright policy )Optimal Estimation of the Parameters of Linear Periodically Time‐varying Systems
Summary: This paper discusses the linear periodically time-varying (LPTV) system parameter estimation using a block approach. An block algorithm is proposed for optimal estimation of the parameters of LPTV system from the input sequence and the output sequence corrupted by additive Gaussianly distributed noise. In the proposed method, the least squares error criterion has been used.The algorithm provides a useful computational tool based on an appropriate theoretical foundation for parameter estimation of linear time-invariant (LTI) systems from input and output data. Simulation results are presented that demonstrate the performance of the approach.
- Pedagogical University Mozambique
- Vilnius University Lithuania
Estimation and detection in stochastic control theory, Asymptotic properties of parametric tests, Detection theory in information and communication theory, Applications of statistics in engineering and industry; control charts
Estimation and detection in stochastic control theory, Asymptotic properties of parametric tests, Detection theory in information and communication theory, Applications of statistics in engineering and industry; control charts
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