Some fundamental aspects of process-parameter estimation

Abstract

The purpose of this paper is to give a coherent picture of the process-parameter estimation. It offers a philosophy by introducing a "generalized model." From this, two classes of schemes can be derived. In each class there is quite some freedom with respect to the choice of elements of the scheme, the choice of the error criterion, and the choice of signal representation (continuous, sampled, quantized, etc.). These choices account for a whole range of estimating systems. The dynamic properties of many of these systems can be studied by the approach presented in this paper. The extension to estimation of nonlinear processes is also discussed.