Title :
Parametric CARMA model identification based on WTLMS algorithm
Author :
Nan-nan, Zhao ; Xin-yu, Ouyang
Author_Institution :
Sch. of Electron. & Inf. Eng., Liaoning Univ. of Sci. & Technol., Anshan, China
Abstract :
The wavelet transform domain least mean square (WTLMS) is known to have, in general, a fast convergence rate than the LMS algorithm. However, the previous papers used to identify the parameters of the CMA model with the WTLMS algorithm. In this work, a method of parametric CARMA model identification based on WTLMS algorithm is proposed, and its convergence analyses is also given. The proposed method realizes the parametric identification of CARMA model and improves greatly the precision of identification. The simulation results show the effectiveness of the proposed method.
Keywords :
convergence of numerical methods; identification; least mean squares methods; wavelet transforms; convergence analysis; parametric CARMA model identification; wavelet transform domain least mean square; Algorithm design and analysis; Control systems; Convergence; Electronic mail; Finite impulse response filter; Least squares approximation; System identification; Wavelet domain; Wavelet transforms; LMS algorithm; WTLMS algorithm; system identification; wavelet transform;
Conference_Titel :
Control and Decision Conference, 2009. CCDC '09. Chinese
Conference_Location :
Guilin
Print_ISBN :
978-1-4244-2722-2
Electronic_ISBN :
978-1-4244-2723-9
DOI :
10.1109/CCDC.2009.5192022
