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

Producción científica: Contribución a una revista › Artículo › revisión exhaustiva

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Resumen

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.

Idioma original	Inglés
Páginas (desde-hasta)	409-415
Número de páginas	7
Publicación	IFAC-PapersOnLine
Volumen	51
N.º	25
DOI	https://doi.org/10.1016/j.ifacol.2018.11.147
Estado	Publicada - 2018
Publicado de forma externa	Sí

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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",

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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

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Recursive Algebraic Frisch Scheme: a Particle-Based Approach

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