• 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