SICE Journal of Control, Measurement, and System Integration
Online ISSN : 1884-9970
Print ISSN : 1882-4889
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Bias Compensation of Recursive Least Squares Estimate in Closed Loop Environment
Kenji IKEDAYoshio MOGAMITakao SHIMOMURA
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Volume 1 (2008) Issue 5 Pages 400-405

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Abstract

In this paper, an asymptotic bias of the recursive least squares (RLS) estimate in the closed loop environment is analyzed and its compensation method is proposed under the assumption that the noise is white. Namely, a bias compensated RLS method in the closed loop environment based on output error (OE) model is proposed. A posteriori error is also analyzed for the estimation of the noise variance.

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© 2008 The Society of Instrument and Control Engineers
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