Displaying similar documents to “Recursive linear estimation for discrete-time systems in the presence of different multiplicative observation noises.”

Filtering of signals transmitted in multichannel from Chandrasekhar and Riccati recursions.

S. Nakamori, A. Hermoso, J. Jiménez, J. Linares (2005)

Extracta Mathematicae

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In this paper two recursive algorithms are proposed and compared as a solution of the least mean-squared error linear filtering problem of a wide-sense stationary scalar signal from uncertain observations perturbed by white and coloured additive noises. Considering that the state-space model of the signal is not available and that the variables modelling the uncertainty are not independent, the proposed algorithms are derived by using covariance information. The difference between both...

An instrumental variable method for robot identification based on time variable parameter estimation

Mathieu Brunot, Alexandre Janot, Peter Young, Francisco Carrillo (2018)

Kybernetika

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This paper considers the data-based identification of industrial robots using an instrumental variable method that uses off-line estimation of the joint velocities and acceleration signals based only on the measurement of the joint positions. The usual approach to this problem relies on a ‘tailor-made’ prefiltering procedure for estimating the derivatives that depends on good prior knowledge of the system's bandwidth. The paper describes an alternative Integrated Random Walk SMoothing...