Simultaneous estimation of process parameters, noise variance, and signal-to-noise ratio

An efficient and convenient method is developed for the online estimation of the noise variance and signal-to-noise ratio (SNR) of real processes. The method can be incorporated into most parameter estimation algorithms but is particularly appropriate for the augmented UD identification (AUDI) algor...

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Bibliographic Details
Published in:IEEE transactions on signal processing 1995-07, Vol.43 (7), p.1725-1728
Main Authors: Niu, S., Fisher, D.G.
Format: Article
Language:English
Subjects:
Adaptive control
Adaptive filters
Applied sciences
Chemical engineering
Detection, estimation, filtering, equalization, prediction
Exact sciences and technology
Filtering
Information, signal and communications theory
Noise level
Noise measurement
Parameter estimation
Process control
Signal and communications theory
Signal to noise ratio
Signal, noise
Telecommunications and information theory
White noise
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Summary:An efficient and convenient method is developed for the online estimation of the noise variance and signal-to-noise ratio (SNR) of real processes. The method can be incorporated into most parameter estimation algorithms but is particularly appropriate for the augmented UD identification (AUDI) algorithm. The on-line estimates of the variance, SNR, and parameters can be used directly in applications such as filtering and adaptive control.< >
ISSN:1053-587X
1941-0476
DOI:10.1109/78.398737