入出力観測雑音がある場合のパルス伝達関数のパラメータ推定について  [in Japanese] On the Parameter Estimation of Pulse Transfer Function In the Presence of Input and Output Noise  [in Japanese]

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Abstract

Many identification methods are based on the assumption that input measurement is noise-free. However, this condition is not satisfied in most practical situations. In the presence of input noise, those methods have been shown to give erroneous results. Bias-compensated least-squares method is a consistent estimation method for unknwon parameters of pulse transfer function in the presence of input and output noise. The method is based on compensation of asymptotic bias on the least-squares estimates by making use of noise variances estimates. In this paper, a new type of noise variances estimation method is proposed to overcome drawbacks of previously proposed methods. The main feature of proposed method is to introduce a generalized least-squares type estimator in order to estimate noise variances. The results of a simulated example indicate that the proposed method provides good estimates.

Journal

  • IEEJ Transactions on Electronics, Information and Systems

    IEEJ Transactions on Electronics, Information and Systems 124(4), 981-988, 2004-04-01

    The Institute of Electrical Engineers of Japan

References:  8

Codes

  • NII Article ID (NAID)
    10012703743
  • NII NACSIS-CAT ID (NCID)
    AN10065950
  • Text Lang
    JPN
  • Article Type
    ART
  • ISSN
    03854221
  • NDL Article ID
    6909878
  • NDL Source Classification
    ZN31(科学技術--電気工学・電気機械工業)
  • NDL Call No.
    Z16-795
  • Data Source
    CJP  NDL  J-STAGE 
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