AN EFFICIENT ORDER RECURSIVE ALGORITHM WITH A LATTICE STRUCTURE FOR ESTIMATING CONTINUOUS-TIME AR PROCESS PARAMETERS

Authors
FAN H
Citation
H. Fan, AN EFFICIENT ORDER RECURSIVE ALGORITHM WITH A LATTICE STRUCTURE FOR ESTIMATING CONTINUOUS-TIME AR PROCESS PARAMETERS, Automatica, 33(3), 1997, pp. 305-317
Citations number
25
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control
Journal title
Automatica → ACNP
ISSN journal
00051098
Volume
33
Issue
3
Year of publication
1997
Pages
305 - 317
Database
ISI
SICI code
0005-1098(1997)33:3<305:AEORAW>2.0.ZU;2-1
Abstract
A computationally efficient order-recursive algorithm with a unique la ttice structure is proposed for estimation of continuous-time AR proce ss parameters, which is further developed into a new stability test fo r continuous-time systems by checking the 'reflection coefficients' of the new lattice.