A method for unbiased parameter estimation by means of the equation error input covariance

1975 ◽  
Vol 20 (3) ◽  
pp. 372-378 ◽  
Author(s):  
S. Merhav ◽  
E. Gabay
Keyword(s):  
Parameter Estimation ◽  
Equation Error

Recursive set-membership parameter estimation of fractional systems using orthotopic approach

2018 ◽  
Vol 40 (15) ◽  
pp. 4185-4197 ◽  
Author(s):  
Saif Eddine Hamdi ◽  
Messaoud Amairi ◽  
Mohamed Aoun
Keyword(s):  
Parameter Estimation ◽  
System Parameter ◽  
A Priori ◽  
Fractional Order Systems ◽  
Fractional Systems ◽  
Order Estimation ◽  
Set Membership ◽  
Equation Error ◽  
Bounded Error ◽  
Fractional System

In this paper, set-membership parameter estimation of linear fractional-order systems is addressed for the case of unknown-but-bounded equation error. In such bounded-error context with a-priori known noise bounds, the main goal is to characterize the set of all feasible parameters. This characterization is performed using an orthotopic strategy adapted for fractional system parameter estimation. In the case of a fractional commensurate system, an iterative algorithm is proposed to deal with commensurate-order estimation. The performances of the proposed algorithm are illustrated by a numerical example via a Monte Carlo simulation.

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