International Federation of Automatic Control
3rd IFAC SYMPOSIUM on SYSTEM, STRUCTURE and CONTROL

Foz do Iguassu, Brazil October 17th - 19th, 2007

Friday Afternoon

Session FA3: Parameter Estimation


Chair: Graham Goodwin - Australia
Co-chair: Walter Lages - Brazil
Room: Santiago
2007-10-19
From 13:30 to 15:30
A Method for Bias Reduction in Time Domain Least Squares Parameter Estimation
James S. Welsh; Graham C. Goodwin; Hugues Garnier
Contact: James S. Welsh - Australia
14:30-14:50
Abstract:
This paper examines the issue of bias that arises when applying least squares identification to continuous-time models of resonant systems. We propose a simple method to reduce the impact of this bias by pre-processing the data. This new method requires no knowledge of the noise colouring. An example is presented that shows the superior performance of the proposed method over that of a traditional method. Copyright © 2007 IFAC.