منابع مشابه
Convergence analysis of instrumental variable recursive subspace identification algorithms
The convergence properties of a recently developed recursive subspace identification algorithm are investigated in this paper. The algorithm operates on the basis of an extended instrumental variable (EIV) version of the propagator method for signal subspace estimation. It is proved that, under weak conditions on the input signal and the identified system, the considered MOESP class of recursiv...
متن کاملRecursive Identification Algorithms Based on Minimizing Estimation Error
Parameter selection for the criterion weighting matrix is concerned based on the information of both modifying the past estimation residuals and renewing the present estimation residual error . After minimizing the system estimation error, an optimal recursive algorithm is given. In this method the system data record can be used efficiently. The consistency of the new recursive algorithm is ana...
متن کاملRecursive identification
This note presents the basic recursive least squares (RLS) algorithm for recursively estimating parameters in linear regression models. In order to track time varying parameters a forgetting factor and a Kalman filter method are described. These methods may be used in some of the extra tasks in the project and is also used in the compulsory computer exercise (beräkningslaboration) No 5 . This n...
متن کاملRecursive System Identification
In this paper a recursive instrumental variable (IV) based subspace identiication algorithm is proposed. The basic idea of the algorithm is to utilize the close relationship with sensor array signal processing. Utilizing this relationship, an IV based subspace tracking algorithm originally developed for direction of arrival tracking is applied to track the subspace spanned by the observability ...
متن کاملMixed time scale recursive algorithms
In this paper we investigate the behavior of certain types of mixed time scale adaptive algorithms. These systems comprise a \fast" or quickly changing algorithm mutually coupled to a \slow" or slowly changing algorithm. They arise naturally in a variety of adaptive environments such as in IIR system identi cation, the training of recurrent neural networks, decision feedback equalization, and o...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Circuits, Systems, and Signal Processing
سال: 2002
ISSN: 0278-081X,1531-5878
DOI: 10.1007/bf01211651