Difference between Equation Error Method (EEM) and Output Error Method (OEM) in System Identification

An algorithm for unit-norm equation error system identification based on the method of multipliers

It is known that the unit-norm constraint for equation-error based system identification is superior to the monic constraint since it produces consistent estimates for white measurement noise and also presents better approximation properties in reduced-order cases. Here, a new algorithm for unit-norm equation-error adaptive filtering is proposed. This scheme is inspired by the constrained optim...

An improved collocation method based on deviation of the error for solving BBMB equation

In this paper, we improve b-spline collocation method for Benjamin-Bona-Mahony-Burgers (BBMB) by using defect correction principle. The exact finite difference scheme is used to find defect and the defect correction principle is used to improve collocation method. The method is tested on somemodel problems and the numerical results have been obtained and compared.

Error Analysis of a Finite Difference Method on Graded Meshes for a Time-Fractional Diffusion Equation

A Fast Converging Algorithm for Landau's Output-error Method

In this paper an approach to on-line ARMA parameter estimation based on a pseudo-linear regression and a QR matrix decomposition is developed. The algorithm has proven to be stable and has fast convergence properties if the unknown ARMA model satisses the strictly positive real condition. The derivation of the algorithm is straightforward and the computational complexity is O(N 2), however, fas...

Output Error Bounds for the Dirichlet-Neumann Reduced Basis Method

The Dirichlet-Neumann reduced basis method is a model order reduction method for homogeneous domain decomposition of elliptic PDE’s on a-priori known geometries. It is based on an iterative scheme with full offline-online decomposition and rigorous a-posteriori error estimates. We show that the primal-dual framework for non-compliant output quantities can be transferred to this method. The resu...