Exact Asymptotic Estimation of Unknown Parameters of Perturbed LRE with Application to State Observation
Systems and Control
2024-02-05 v3 Systems and Control
Statistics Theory
Statistics Theory
Abstract
Most identification laws of unknown parameters of linear regression equations (LRE) ensure only boundedness of a parametric error in the presence of additive perturbations, which is almost always unacceptable for practical scenarios. In this paper, a new identification law is proposed to overcome this drawback and guarantee asymptotic convergence of the unknown parameters estimation error to zero in case the mentioned additive perturbation meets special averaging conditions. Such law is successfully applied to state reconstruction problem. Theoretical results are illustrated by numerical simulations.
Keywords
Cite
@article{arxiv.2310.14073,
title = {Exact Asymptotic Estimation of Unknown Parameters of Perturbed LRE with Application to State Observation},
author = {Anton Glushchenko and Konstantin Lastochkin},
journal= {arXiv preprint arXiv:2310.14073},
year = {2024}
}
Comments
6 pages, 6 figures