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Time variable parameter estimation

Young, Peter C

Description

The paper outlines the development of time variable parameter (TVP) estimation as an approach to modelling time varying dynamic systems. It then describes one of the latest methods for estimating time variable parameters in transfer function models and shows how it overcomes problems associated with earlier methods based on the least squares estimation of time variable parameters in the more restricted auto-regressive, exogenous variables (ARX) model. This 'dynamic transfer function' (DTF)...[Show more]

CollectionsANU Research Publications
Date published: 2009
Type: Conference paper
URI: http://hdl.handle.net/1885/84321
Source: IFAC Proceedings Volumes (IFAC-PapersOnline)
DOI: 10.3182/20090706-3-FR-2004.0135

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