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Published in: IEEE Transactions on Automatic Control, vol. 44, num. 4, p. 840-843 Publication date: 1999

The joint problem of the recursive estimation of an optimal predictor for the closed-loop system and the unbiased parameter estimation of an ARMAX plant model in closed-loop operation is considered. A special reparameterized optimal predictor for the closed-loop is introduced. This allows a parameter estimation algorithm for the plant model to be derived which is globally asymptotically stable in a deterministic environment and gives asymptotically unbiased parameters estimates under richness conditions.

Reference LA-ARTICLE-2007-034doi:10.1109/9.754830





Autor: Landau, Ioan Doré; Karimi, Alireza

Fuente: https://infoscience.epfl.ch/record/111967?ln=en







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