TY - GEN

T1 - Adaptive weighting least-squares estimation of initial residuals

AU - Zhang, Yuming

AU - Walcott, Bruce L.

AU - Wu, Lin

PY - 1992

Y1 - 1992

N2 - Selection of initial residuals affects parameter estimation. Until now, the mean of the residuals was widely employed as an estimate of initial residuals. In this paper, the statistics of the conventional method (i.e., using the mean of residuals as an estimate of initial residuals) are investigated. It is shown that the statistics of the conventional method depend directly upon the parameters to be estimated and are quite poor in some cases. This behavior underlines the importance of initial residual estimation. In order to obtain a practical alternative to the conventional method, an adaptive estimate of the initial residuals is proposed. It is proven that the statistics of the adaptive estimate do not depend upon the parameters to be estimated and can posses excellent qualities for a variety of system parameters. Simulations illustrating the excellent properties of the statistics of the adaptive estimate and the poor properties of the statistics of the conventional method are included.

AB - Selection of initial residuals affects parameter estimation. Until now, the mean of the residuals was widely employed as an estimate of initial residuals. In this paper, the statistics of the conventional method (i.e., using the mean of residuals as an estimate of initial residuals) are investigated. It is shown that the statistics of the conventional method depend directly upon the parameters to be estimated and are quite poor in some cases. This behavior underlines the importance of initial residual estimation. In order to obtain a practical alternative to the conventional method, an adaptive estimate of the initial residuals is proposed. It is proven that the statistics of the adaptive estimate do not depend upon the parameters to be estimated and can posses excellent qualities for a variety of system parameters. Simulations illustrating the excellent properties of the statistics of the adaptive estimate and the poor properties of the statistics of the conventional method are included.

UR - http://www.scopus.com/inward/record.url?scp=0027037720&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0027037720&partnerID=8YFLogxK

U2 - 10.23919/acc.1992.4792771

DO - 10.23919/acc.1992.4792771

M3 - Conference contribution

AN - SCOPUS:0027037720

SN - 0780302109

SN - 9780780302105

T3 - Proceedings of the American Control Conference

SP - 3345

EP - 3349

BT - Proceedings of the American Control Conference

Y2 - 24 June 1992 through 26 June 1992

ER -