The Transactions of the Korean Institute of Electrical Engineers D (대한전기학회논문지:시스템및제어부문D)

The Korean Institute of Electrical Engineers (대한전기학회)
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An ARMA Model Identification Method By Direct Whitening Of Prediction Error and Its Application to Estimation of Gyroscope Random Error

예측오차 직접 백색화에 의한 ARMA 모델 식별 기법 및 자이로 불규칙오차 추정에의 적용

  • 성상만 (한국기술교육대학교 메카트로닉스 공학부) ;
  • 이달호 (경원대학교 전자공학과)
  • Published : 2005.07.01
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Abstract

In this paper, we proposed a new ARMA model identification which estimate the parameters to make the current prediction error uncorrelated with the past one. As good properties of the proposed method, we show the uniqueness, consistency of the estimate and asymptotic normality of the estimation error. Via simulation results, we show that the proposed method give good estimates for various systems which have different power spectrum. Moreover, the estimation of gyroscope random errors shows that the proposed method is applicable to the real data.

Keywords

References

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