ADAPTIVE ESTIMATION METHOD USING INSTRUMENTAL VARIABLES AND DECONVOLUTION.

Kollias Stefanos, D; Halkias Christos, C

dc.contributor.author	Kollias Stefanos, D	en
dc.contributor.author	Halkias Christos, C	en
dc.date.accessioned	2014-03-01T01:07:04Z
dc.date.available	2014-03-01T01:07:04Z
dc.date.issued	1988	en
dc.identifier.issn	08906327	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/9772
dc.subject	Adaptive Estimation	en
dc.subject	Instrumental Variable	en
dc.subject.other	SEISMIC WAVES - Spectrum Analysis	en
dc.subject.other	SIGNAL FILTERING AND PREDICTION	en
dc.subject.other	SIGNAL PROCESSING	en
dc.subject.other	ADAPTIVE ESTIMATION	en
dc.subject.other	ARMA MODEL	en
dc.subject.other	DISCRETE-TIME CONVOLUTIONAL MODEL	en
dc.subject.other	MINIMUM VARIANCE DECONVOLUTION (MVD)	en
dc.subject.other	RECURSIVE INSTRUMENTAL VARIABLES	en
dc.subject.other	CONTROL SYSTEMS, ADAPTIVE	en
dc.title	ADAPTIVE ESTIMATION METHOD USING INSTRUMENTAL VARIABLES AND DECONVOLUTION.	en
heal.type	journalArticle	en
heal.identifier.primary	10.1002/acs.4480020202	en
heal.identifier.secondary	http://dx.doi.org/10.1002/acs.4480020202	en
heal.publicationDate	1988	en
heal.abstract	The performance of the methods of recursive instrumental variables (RIV) and minimum variance deconvolution (MVD) is examined when the methods are interwoven so as to provide adaptive estimation of the ARMA model parameters of a system driven by white unmeasurable noise. It is shown that the methods have some similar properties which permit their successful combination in most cases. The asymptotic properties of the resulting estimation approach are evaluated in terms of the ARMA model parameters or the pole-zero locations, the signal-to-noise ratio and the frequency bandwidth of the system impulse response. An analysis of the second-order ARMA model and various simulation examples are presented which illustrate the derived results. The method has been successfully applied to the problem of adaptive seismic signal deconvolution.	en
heal.journalName	International Journal of Adaptive Control and Signal Processing	en
dc.identifier.doi	10.1002/acs.4480020202	en
dc.identifier.volume	2	en
dc.identifier.issue	2	en
dc.identifier.spage	79	en
dc.identifier.epage	93	en