SciELO - Scientific Electronic Library Online

 
 issue66Competitive multi-swarm system in adaptive resource allocation for a multi-process systemRevamping strategy of diversified industry of sugar cane for combined production of bioetanol and co-products author indexsubject indexarticles search
Home Pagealphabetic serial listing  

Services on Demand

Journal

Article

Indicators

Related links

  • On index processCited by Google
  • Have no similar articlesSimilars in SciELO
  • On index processSimilars in Google

Share


Revista Facultad de Ingeniería Universidad de Antioquia

Print version ISSN 0120-6230

Abstract

MEDEL, J. Jesus  and  ZAGACETA A, M. Teresa. Ricatti stochastic filter as an estimator. Rev.fac.ing.univ. Antioquia [online]. 2013, n.66, pp.181-188. ISSN 0120-6230.

The Ricatti stochastic digital filter as an estimator is based on a first differences order model with uncorrelated innovation properties bounding the spatial operation region with two auxiliary equations. This permits optimal results having the traditional inversion instead of the pseudo-inverse strategy. The stationary conditions and uncorrelated trajectories were the tools applied in adaptive estimation and identification integrated form. In spite of the black-box form observing the output system, the parametre and identification simulation achieved a great convergence rate in agreement with functional error. It was built considering the identification second probability moment defined as the difference between the desired signal and the output filter response. The parametres estimated were inside the unit circle and had a great advantage because the primitive solution depends on their values.

Keywords : Instrumental variable; least squares method; second probability moment; Ricatti estimation; convergence.

        · abstract in Spanish     · text in English     · English ( pdf )