DocumentCode
1108739
Title
A recursive algorithm for linear system identification
Author
Knockaert, Luc
Author_Institution
University of Ghent, Ghent, Belgium
Volume
34
Issue
3
fYear
1986
fDate
6/1/1986 12:00:00 AM
Firstpage
492
Lastpage
498
Abstract
This paper deals with the pole-zero identification of a linear system from a measured input-output record. It is shown that the minimization of a modified version of the squared Kalman equation error can be implemented by an order recursive algorithm in the time domain. The algorithm is based on the Gram-Schmidt orthogonalization of intertwined Krylov sequences involving a skew self-adjoint linear operator.
Keywords
Acoustics; Ear; Electromagnetics; Hilbert space; Kalman filters; Laplace equations; Linear systems; Minimization methods; Polynomials; Transfer functions;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1986.1164863
Filename
1164863
Link To Document