SEQUENCE ESTIMATION MATRICES

Abstract

The internal parameters are not observable in a black box 
system, only its input-output ratio. The estimate is one of the 
areas of the filter that aims to describe the parameters system. 
In this paper, is used an estimator based on a technique of 
sequence of matrices to approximate the model reference to the 
answer given, considered: a) the recursive functional error, b) 
the filters in tremendous differences. Independent of the 
estimation structure, its results identify states known as the 
adaptive filtering process. Both estimators have a degree of 
convergence towards optimal probability, as shown in the 
simulations.