System Parameter Estimation using p-norm Minimization

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F05%3A03110159" target="_blank" >RIV/68407700:21230/05:03110159 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

System Parameter Estimation using p-norm Minimization

Original language description

Real time system parameter estimation from the set of input-outputdata is usually solved by the quadratic norm minimization ofsystem equations errors - known as least squares (LS). Butmeasurement errors are also in the data matrix and so it isnecessary to use a modification known as total least squares (TLS)or mixed LS and TLS.Instead of quadratic norm minimization otherp-norms are used, for 1 <= p <= 2. In the article newmethod is described named Total p-norm and Mixedtotal p-norm which is the analog to TLS and mixed LS and TLSmethod in the quadratic case.The goal of the paper is to develop the method and compare a setof parameter estimations of ARX model where each estimation isobtained by minimizing total p-norm (1<= p <= 2). Totalp-norm and mixed total p-norm approach is used when errors are also in data matrix.

Czech name

Není k dispozici

Czech description

Není k dispozici

Type

A - Audiovisual production

CEP classification

BC - Theory and management systems

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2005

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

ISBN

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Place of publication

Praha

Publisher/client name

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Version

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Carrier ID

neuvedeno