DocumentCode
3060042
Title
Output error identification without SPR assumptions
Author
Lawrence, D.A. ; Johnson, C.
Author_Institution
Cornell University, Ithaca, NY
fYear
1984
fDate
12-14 Dec. 1984
Firstpage
977
Lastpage
982
Abstract
This paper uses an input-output stability analysis approach to show that for a large class of output error identification algorithms, the usual strict positive real (SPR) conditions on the unknown plant can be replaced by "persistent power" conditions on the plant input sequence. The only a priori knowlege of the plant assumed is stability and knowlege of a model order upper bound. This class of algorithms is shown to include the constant direction, recursive least squares with forgetting, controlled trace, and covariance resetting variants, extending the results of [1]. Arguments for the necessity of the SPR condition in other cases, eg. recursive least squares and stochastic approximation, are also given. Implications in identification and adaptive IIR filtering are discussed.
Keywords
Adaptive filters; Approximation algorithms; Error correction; Filtering; IIR filters; Least squares approximation; Polynomials; Predictive models; Stability; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location
Las Vegas, Nevada, USA
Type
conf
DOI
10.1109/CDC.1984.272160
Filename
4048036
Link To Document