Recursive Algebraic Frisch Scheme: a Particle-Based Approach

Stefano Massaroli; Renato Myagusuku; Federico Califano; Claudio Melchiorri; Atsushi Yamashita; Hajime Asama

doi:10.1016/j.ifacol.2018.11.147

Recursive Algebraic Frisch Scheme: a Particle-Based Approach

Stefano Massaroli
, Renato Myagusuku
, Federico Califano
, Claudio Melchiorri
, Atsushi Yamashita
, Hajime Asama

Tokyo University
University of Bologna

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

This paper presents a novel identification procedure. The proposed method consists in a recursive formulation of the algebraic Frisch scheme, which is an estimation procedure based on mild a priori assumptions in the context of error-in-variables (EIV) schemes. Simulations have been performed to show the validity of the new methodology.

Original language	English
Pages (from-to)	409-415
Number of pages	7
Journal	IFAC-PapersOnLine
Volume	51
Issue number	25
DOIs	https://doi.org/10.1016/j.ifacol.2018.11.147
State	Published - 2018
Externally published	Yes

Keywords

Frisch scheme
Linear systems
Recursive estimation
System identification

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10.1016/j.ifacol.2018.11.147

Cite this

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title = "Recursive Algebraic Frisch Scheme: a Particle-Based Approach",

abstract = "This paper presents a novel identification procedure. The proposed method consists in a recursive formulation of the algebraic Frisch scheme, which is an estimation procedure based on mild a priori assumptions in the context of error-in-variables (EIV) schemes. Simulations have been performed to show the validity of the new methodology.",

keywords = "Frisch scheme, Linear systems, Recursive estimation, System identification",

author = "Stefano Massaroli and Renato Myagusuku and Federico Califano and Claudio Melchiorri and Atsushi Yamashita and Hajime Asama",

note = "Publisher Copyright: {\textcopyright} 2018",

year = "2018",

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T2 - a Particle-Based Approach

AU - Massaroli, Stefano

AU - Myagusuku, Renato

AU - Califano, Federico

AU - Melchiorri, Claudio

AU - Yamashita, Atsushi

AU - Asama, Hajime

PY - 2018

Y1 - 2018

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AB - This paper presents a novel identification procedure. The proposed method consists in a recursive formulation of the algebraic Frisch scheme, which is an estimation procedure based on mild a priori assumptions in the context of error-in-variables (EIV) schemes. Simulations have been performed to show the validity of the new methodology.

KW - Frisch scheme

KW - Linear systems

KW - Recursive estimation

KW - System identification

UR - https://www.scopus.com/pages/publications/85056837644

U2 - 10.1016/j.ifacol.2018.11.147

DO - 10.1016/j.ifacol.2018.11.147

M3 - Article

AN - SCOPUS:85056837644

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EP - 415

JO - IFAC-PapersOnLine

JF - IFAC-PapersOnLine

IS - 25

ER -

Recursive Algebraic Frisch Scheme: a Particle-Based Approach

Abstract

Keywords

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