Abstract
SUMMARYIdentification problems of output error models with moving average noises are considered in this paper. The least‐squares‐based parameter estimation is biased under the colored noises in outputs. Firstly, a bias compensation term is formulated to achieve the bias‐eliminated estimates of the system parameters. Secondly, the bias compensation term is determined by the unknown variance of the noise and the unknown noise model, thus based on the hierarchical identification principle, an unbiased parameter estimation is obtained by interactively estimating noise variance and noise parameters. Finally, the estimated bias compensation term is added to the biased parameter estimates. The simulation examples confirm the effectiveness of the proposed algorithm. Copyright © 2011 John Wiley & Sons, Ltd.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: International Journal of Adaptive Control and Signal Processing
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
