Abstract

GUEVARA LOPEZ, Pedro  and  MEDEL JUAREZ, José de Jesús. Real-time Digital Filtering: Computational Analysis for Parameters Estimation in Stationary Linear Stochastic Systems. Comp. y Sist. [online]. 2005, vol.8, n.3, pp.252-264. ISSN 2007-9737.

This doctoral thesis describe RTDF concepts by parameter estimators to stochastic stationary linear systems and it expose temporal and response quality characteristics in local and global form. Finally, I present examples of Instrumental Variable, Matrix Forgetting Factor and Sliding Modes Traditional techniques in SISO and MIMO cases. The advances in this thesis are: - Formal definition of Real Time Digital Filters to parameter estimation of stationary lineal stochastic systems by RTDF and RTMDF concepts, - Definition of local and global properties in response quality and time quality in RTDF and RTMDF: • Tasks characterization, • Synchrony, • Sample periods, • Convergence times, - Temporal computational analysis of RTMDF by size of parameters matrix. - Implantation of RTDF and RTMDF in a real time operating system.

Keywords : Digital Filter; estimation; convergence; constraint; Real Time.

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