A Novel Recursive Linear Estimator Based on the Frisch Scheme

Stefano Massaroli; Renato Miyagusuku; Federico Califano; Angela Faragasso; Atsushi Yamashita; Hajime Asama

A Novel Recursive Linear Estimator Based on the Frisch Scheme

Stefano Massaroli, Renato Miyagusuku, Federico Califano, Angela Faragasso, Atsushi Yamashita, Hajime Asama

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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Abstract

This paper proposes an innovative identification scheme to estimate parameters constituting linear relations in time-invariant systems: the bounding box recursive Frisch scheme. A novel recursive version of the Frisch scheme, a linear estimator characterised by mild prior assumptions in the error-in-variables (EIV) framework, has been derived. The fast computational time and convergence in the identification of linear systems are the most relevant feature of this recursive version of the scheme. The performance of the developed algorithm has been evaluated trough numerical simulations. Results proved the effectiveness and accuracy of the proposed solution.

Original language	English
Title of host publication	2019 12th Asian Control Conference, ASCC 2019
Publisher	IEEE
Pages	1101-1106
Number of pages	6
ISBN (Electronic)	9784888983006
Publication status	Published - 18 Dec 2019
Event	12th Asian Control Conference, ASCC 2019 - Kitakyushu-shi, Japan Duration: 9 Jun 2019 → 12 Jun 2019 Conference number: 12

Conference

Conference	12th Asian Control Conference, ASCC 2019
Abbreviated title	ASCC 2019
Country/Territory	Japan
City	Kitakyushu-shi
Period	9/06/19 → 12/06/19

Keywords

2024 OA procedure

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A_Novel_Recursive_Linear_Estimator_Based_on_the_Frisch_SchemeFinal published version, 395 KBLicence: Taverne

https://ieeexplore.ieee.org/document/8765076

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@inproceedings{8cbc545f9b25421a9b97157bf67caf3f,

title = "A Novel Recursive Linear Estimator Based on the Frisch Scheme",

abstract = "This paper proposes an innovative identification scheme to estimate parameters constituting linear relations in time-invariant systems: the bounding box recursive Frisch scheme. A novel recursive version of the Frisch scheme, a linear estimator characterised by mild prior assumptions in the error-in-variables (EIV) framework, has been derived. The fast computational time and convergence in the identification of linear systems are the most relevant feature of this recursive version of the scheme. The performance of the developed algorithm has been evaluated trough numerical simulations. Results proved the effectiveness and accuracy of the proposed solution.",

keywords = "2024 OA procedure",

author = "Stefano Massaroli and Renato Miyagusuku and Federico Califano and Angela Faragasso and Atsushi Yamashita and Hajime Asama",

note = "Publisher Copyright: {\textcopyright} 2019 JSME.; 12th Asian Control Conference, ASCC 2019, ASCC 2019 ; Conference date: 09-06-2019 Through 12-06-2019",

year = "2019",

month = dec,

day = "18",

language = "English",

pages = "1101--1106",

booktitle = "2019 12th Asian Control Conference, ASCC 2019",

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T1 - A Novel Recursive Linear Estimator Based on the Frisch Scheme

AU - Massaroli, Stefano

AU - Miyagusuku, Renato

AU - Califano, Federico

AU - Faragasso, Angela

AU - Yamashita, Atsushi

AU - Asama, Hajime

N1 - Conference code: 12

PY - 2019/12/18

Y1 - 2019/12/18

N2 - This paper proposes an innovative identification scheme to estimate parameters constituting linear relations in time-invariant systems: the bounding box recursive Frisch scheme. A novel recursive version of the Frisch scheme, a linear estimator characterised by mild prior assumptions in the error-in-variables (EIV) framework, has been derived. The fast computational time and convergence in the identification of linear systems are the most relevant feature of this recursive version of the scheme. The performance of the developed algorithm has been evaluated trough numerical simulations. Results proved the effectiveness and accuracy of the proposed solution.

AB - This paper proposes an innovative identification scheme to estimate parameters constituting linear relations in time-invariant systems: the bounding box recursive Frisch scheme. A novel recursive version of the Frisch scheme, a linear estimator characterised by mild prior assumptions in the error-in-variables (EIV) framework, has been derived. The fast computational time and convergence in the identification of linear systems are the most relevant feature of this recursive version of the scheme. The performance of the developed algorithm has been evaluated trough numerical simulations. Results proved the effectiveness and accuracy of the proposed solution.

KW - 2024 OA procedure

UR - http://www.scopus.com/inward/record.url?scp=85069943009&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:85069943009

SP - 1101

EP - 1106

BT - 2019 12th Asian Control Conference, ASCC 2019

PB - IEEE

T2 - 12th Asian Control Conference, ASCC 2019

Y2 - 9 June 2019 through 12 June 2019

ER -

A Novel Recursive Linear Estimator Based on the Frisch Scheme

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