NDLI: Combined procedure with randomized controls for the parameters' confidence region of linear plant under external arbitrary noise

Content Provider	IEEE Xplore Digital Library
Author	Amelin, K. Amelina, N. Granichin, O. Granichina, O.
Copyright Year	2012
Description	Author affiliation: Department of Mathematics and Mechanics, Saint Petersburg State University, 198504, Universitetskii pr. 28, Russia (Amelin, K.; Amelina, N.; Granichin, O.; Granichina, O.)
Abstract	The new algorithm is proposed for the estimating of linear plant's unknown parameters in the case of observations with arbitrary external noises. It is based on adding of randomized inputs (test perturbations) through the feedback channel. The assumptions about the noise are reduced to a minimum: it can virtually be arbitrary but independently of it the user must be able to add test perturbations. We combine the previous result about asymptotic properties of randomized control strategy with the new one which is followed by a non-asymptotic approach of LSCR (Leave-out Sign-dominant Correlation Regions) method. The new algorithm gives confidence regions for series of finite sets of observations. These regions shrink to the true values of an unknown parameters when number of observations tents to infinity while the algorithm complexity does not increases.
Starting Page	2134
Ending Page	2139
File Size	219005
Page Count	6
File Format	PDF
ISBN	9781467320658
ISSN	07431546
e-ISBN	9781467320665
e-ISBN	9781467320641
DOI	10.1109/CDC.2012.6426338
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-12-10
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Noise Mathematical model Equations Approximation algorithms Autoregressive processes Estimation Stochastic processes
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Modeling and Simulation

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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