Accession Number : AD0698770

Title :   A NON-PARAMETRIC RECURSIVE IDENTIFICATION ALGORITHM FOR FINITE-MEMORY LINEAR SYSTEMS,

Corporate Author : PRINCETON UNIV N J DEPT OF ELECTRICAL ENGINEERING

Personal Author(s) : Bar-Shalom,Y. ; Schwartz,S. C.

Report Date : NOV 1969

Pagination or Media Count : 11

Abstract : The problem of identifying a linear, finite memory, discrete-time system with noisy input and output is considered. A recursive algorithm is proposed which gives asymptotically unbiased estimates of the system parameters. The procedure does not require any specific knowledge of the noise statistics, in contrast to other proposed algorithms which generally need some knowledge of the statistics in order to obtain unbiased parameter estimates. (Author)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), (*LINEAR SYSTEMS, IDENTIFICATION), INFORMATION THEORY, PATTERN RECOGNITION, STOCHASTIC PROCESSES, APPROXIMATION(MATHEMATICS), ALGORITHMS

Subject Categories : Statistics and Probability
      Test Facilities, Equipment and Methods

Distribution Statement : APPROVED FOR PUBLIC RELEASE