International Federation of Automatic Control |
Session FA3: Parameter EstimationChair: 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. |