Title :
Fast implementation of system identification methods
Author :
Chun, J. ; Kailath, T.
Author_Institution :
Stanford University, Stanford, CA
Abstract :
We present a family of fast algorithms for solving Toeplitz-like systems of equations that arise in system identification problems. Our algorithm is a generalization of the Schur algorithm, using the concept of displacement representation.
Keywords :
Control systems; Convergence; Equations; Information systems; Laboratories; Least squares methods; Newton method; System identification;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272564
