论文信息 - Pseudo-canonical forms, identifiable parametrizations and simple parameter estimation for linear multivariable systems: Parameter estimation

Pseudo-canonical forms, identifiable parametrizations and simple parameter estimation for linear multivariable systems: Parameter estimation

In this paper the estimation of parameters for the pseudo-canonical, input-output models introduced in Correa, G. O. and Glover, K. (Automatica, 20, 429-442, 1984) is considered. Modifications of three equation-error type estimators (linear least-squares, 'compensated' and instrumental variable estimator) are derived, which incorporate the constraint on parameter values associated with these models. The consistency of the proposed estimators is analysed. Finally, results are presented on the construction of parametrization-independent instrumental variables.

Gilberto Oliveira Corrêa | Keith Glover | K. Glover | G. Corrêa

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