An algorithm for unit-norm equation error system identification based on the method of multipliers
نویسنده
چکیده
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 optimization technique known as the method of multipliers. An analysis of stationary points and mean convergence properties is developed.
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ورودعنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 51 شماره
صفحات -
تاریخ انتشار 2003