Simultaneous estimation of process parameters, noise variance, and signal-to-noise ratio

摘要

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.