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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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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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description	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.< >
doi_str_mv	10.1109/78.398737
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language	eng
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source	IEEE Electronic Library (IEL) Journals
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
title	Simultaneous estimation of process parameters, noise variance, and signal-to-noise ratio
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