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    A note on sampling and parameter estimation in linear stochastic systems

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    00802928.pdf (210.6Kb)
    Issue Date
    1999-11
    Author
    Duncan, Tyrone E.
    Mandl, P.
    Pasik-Duncan, Bozenna
    Publisher
    IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
    Type
    Article
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    Abstract
    Numerical differentiation formulas that yield consistent least squares parameter estimates from sampled observations of linear, time invariant higher order systems have been introduced previously by Duncan et al. The formulas given by Duncan ct ai. have the same limiting system of equations as in the continuous time case. The formula presented in this note can be characterized as preserving asymptotically a partial integration rule. It leads to limiting equations for the parameter estimates that are different from the continuous case, but they again imply consistency. The numerical differentiation formulas given here can be used for an arbitrary linear system, which is not the ease in the previous paper by Duncan et al.
    Description
    ©1999 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
    URI
    http://hdl.handle.net/1808/1294
    Collections
    • Aerospace Engineering Scholarly Works [49]
    • Electrical Engineering and Computer Science Scholarly Works [306]
    Citation
    Duncan, TE; Mandl, P; Pasik-Duncan, B. A note on sampling and parameter estimation in linear stochastic systems. IEEE TRANSACTIONS ON AUTOMATIC CONTROL. November 1999. 44(11) : 2120-2125

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    Contact KU ScholarWorks
    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    Image Credits
     

     

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