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» Estimation of systems with statistically-constrained inputs
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AMC
2010
63views more  AMC 2010»
13 years 5 months ago
Estimation of systems with statistically-constrained inputs
Yan Liang, Lei Zhang 0006, Donghua Zhou, Quan Pan
CDC
2010
IEEE
129views Control Systems» more  CDC 2010»
13 years 13 days ago
On optimal input signal design for frequency response estimation
This paper studies optimal input excitation design for parametric frequency response estimation. We will focus on least-squares estimation of Finite Impulse Response (FIR) models a...
Bo Wahlberg, Håkan Hjalmarsson, Petre Stoica
AUTOMATICA
2005
83views more  AUTOMATICA 2005»
13 years 5 months ago
Linear dynamic filtering with noisy input and output
State estimation problems for linear time-invariant systems with noisy inputs and outputs are considered. An efficient recursive algorithm for the smoothing problem is presented. ...
Ivan Markovsky, Bart De Moor
TIT
2008
118views more  TIT 2008»
13 years 3 months ago
Discrete-Input Two-Dimensional Gaussian Channels With Memory: Estimation and Information Rates Via Graphical Models and Statisti
Abstract--Discrete-input two-dimensional (2-D) Gaussian channels with memory represent an important class of systems, which appears extensively in communications and storage. In sp...
Ori Shental, Noam Shental, Shlomo Shamai, Ido Kant...