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Higher order cumula...
Higher order cumulant based parameter estimation in nonlinear time series models
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- Markusson, Ola (author)
- KTH,Signaler, sensorer och system,Reglerteknik
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- Hjalmarsson, Håkan (author)
- KTH,Signaler, sensorer och system,Reglerteknik
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(creator_code:org_t)
- 2001
- 2001
- English.
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In: PROCEEDINGS OF THE 2001 AMERICAN CONTROL CONFERENCE. - 0780364953 ; , s. 4888-4889
- Related links:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Subject headings
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- Parameter estimation in nonlinear time-series models based on higher order cumulant matching is proposed in this paper. The cumulant estimates are computed from measured and simulated data and a cost function computed from second and fourth order cumulants is used. To simplify the calculations a reduced cost function is suggested using low-dimensional slices of the cumulant functions. The estimation method is illustrated on a numerical example.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Keyword
- Automation & Control Systems
- Electrical & Electronic
- Robotics
- Automatic control
- Reglerteknik
- Signal processing
- Signalbehandling
- SRA - ICT
- SRA - Informations- och kommunikationsteknik
Publication and Content Type
- ref (subject category)
- kon (subject category)
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