“Accuracy of some robust estimators based upon prefiltering of the input/output data”

Authors: Rolf Henriksen,
Affiliation: NTNU, Department of Engineering Cybernetics
Reference: 1992, Vol 13, No 3, pp. 141-154.

Keywords: Parameter estimation, estimation accuracy, stiff system

Abstract: By prefiltering the input/output data and employing certain decentralized estimation techniques, it is possible to improve the robustness of some estimators significantly. Earlier papers on these techniques have been focused on local convergence properties of four bootstrap estimators, a IS variant and three IV variants, global convergence properties of the LS variant, and convergence rates of the LS variant and two of the IV variants when the underlying system is stiff. This paper is devoted to the accuracy properties of the LS variant and one of the IV variants.

PDF PDF (1422 Kb)        DOI: 10.4173/mic.1992.3.2

References:
[1] HENRIKSEN, R. (1988). Convergence analysis of some decentralized parameter estimators, Proc. 8th IFAC/IFORS Symposium on Identification and System Parameter Estimation (selected papers), Beijing, P.R. China, August 27-31, pp. 361-366 (IFAC Proceedings Series, 1989, Number 8, Volume I. Pergamon Press).
[2] HENRIKSEN, R. (1989). Convergence analysis of some decentralized parameter estimators, Modeling, Identification and Control, 10, 13-34 doi:10.4173/mic.1989.1.2
[3] HENRIKSEN, R. WEYER, E. (1990). Convergence aspects of some robust estimators based upon prefiltering of the input/output data, Proc. 11th IFAC World Congress, Tallinn, USSR. August 13-17, Volume 3, pp. 215-220.
[4] LJUNG, L. (1977). Some limit results for functionals of stochastic processes, Department of Electrical Engineering, Linköping University, Linköping, Sweden, Report No. LiTH-ISY-I-0167.
[5] SÖDERSTRÖM, T. STOICA, P.G. (1983). Instrumental Variable Methods for System Identification, Springer-Verlag doi:10.1007/BFb0009019
[6] VETTER, W.J. (1970). Derivative operations on matrices, IEEE Trans. on Automatic Control, 15, 241-244 doi:10.1109/TAC.1970.1099409
[7] VETTER, W.J. (1973). Matrix calculus operations and Taylor expansions, SIAM Review, 15, 352-369 doi:10.1137/1015034
[8] YOUNG, R.E., HENRIKSEN, R. MELLICHAMP, D.A. (1987). A multi-rate decentralized parameter estimation method for stiff systems, Proc. 26th IEEE Conference on Decision and Control, Los Angeles, California, pp. 1902-1907.


BibTeX:
@article{MIC-1992-3-2,
  title={{Accuracy of some robust estimators based upon prefiltering of the input/output data}},
  author={Henriksen, Rolf},
  journal={Modeling, Identification and Control},
  volume={13},
  number={3},
  pages={141--154},
  year={1992},
  doi={10.4173/mic.1992.3.2},
  publisher={Norwegian Society of Automatic Control}
};