Convergence of a recursive rational interpolation-based identification algorithm

Author

Lilly, John H.

Author_Institution

Dept. of Electr. Eng., Louisville Univ., KY, USA

fYear

1994

fDate

20-22 Mar 1994

Firstpage

518

Lastpage

522

Abstract

This paper investigates the convergence properties of an identification algorithm based on recursive rational interpolation. The algorithm utilizes the moving discrete Fourier transform (MDFT), which is a recursive form of the DFT, to efficiently monitor certain points in the spectra of the system input and output signals. Convergence of parameter estimates to their true values is established for the algorithm, and persistent excitation conditions are also given

Keywords

convergence of numerical methods; estimation theory; fast Fourier transforms; identification; interpolation; spectral analysis; DFT; convergence properties; identification algorithm; input signals; moving discrete Fourier transform; output signals; persistent excitation conditions; recursive rational interpolation; spectral analysis; Continuous time systems; Convergence; Discrete Fourier transforms; Frequency domain analysis; Frequency response; Interpolation; MIMO; Monitoring; Parameter estimation; System identification;

fLanguage

English

Publisher

ieee

Conference_Titel

System Theory, 1994., Proceedings of the 26th Southeastern Symposium on

Conference_Location

Athens, OH

ISSN

0094-2898

Print_ISBN

0-8186-5320-5

Type

conf

DOI

10.1109/SSST.1994.287822

Filename

287822

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1826559