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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Zhang, Yuming Walcott, Bruce L. Wu, Lin |
| Copyright Year | 1992 |
| Description | Author affiliation: Department of Electrical Engineering, University of Kentucky, Lexington, KY40506 (Walcott, Bruce L.) || Harbin Institute of Technology, P.O.Box 620, Harbin 150006, China; Post-doctorate, Department of Electrical Engineering at University of Kentucky. (Zhang, Yuming) || Harbin Institute of Technology, P.O.Box 620, Harbin l50006, China (Wu, Lin) |
| Abstract | 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 possess 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. |
| Starting Page | 3345 |
| Ending Page | 3349 |
| File Size | 318768 |
| Page Count | 5 |
| File Format | |
| ISBN | 0780302109 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 1992-06-24 |
| Publisher Place | USA |
| Access Restriction | Subscribed |
| Rights Holder | American Automatic Control Council(AACC) |
| Subject Keyword | Statistics Tellurium Peak to average power ratio Inspection Maximum likelihood estimation Delay |
| Content Type | Text |
| Resource Type | Article |
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