• DocumentCode
    490451
  • Title

    Lattice algorithms for recursive ARMAX identification

  • Author

    van der Klauw, A.C. ; Polat, A. ; van den Bosch, P.P.J.

  • Author_Institution
    Delft University of Technology, Dept. of Electrical Engineering, Control Laboratory, P.O. Box 5031, 2600 GA Delft, The Netherlands
  • fYear
    1993
  • fDate
    2-4 June 1993
  • Firstpage
    2011
  • Lastpage
    2013
  • Abstract
    Lattice algorithms are fast recursive identification algorithms, that estimate models of several orders simultaneously. Up to now lattice algorithms were only available for AR, ARX and ARMA models. In this paper lattice algorithms for ARMAX models are proposed. Emphasis is put on the practical advantages of these algorithms over conventional (non-lattice) recursive identification methods. The number of computations is much less, and the convergence in the presence of noise is drastically improved.
  • Keywords
    Adaptive control; Adaptive signal processing; Brain modeling; Convergence; Laboratories; Lattices; Parameter estimation; Recursive estimation; Signal processing algorithms; Speech analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1993
  • Conference_Location
    San Francisco, CA, USA
  • Print_ISBN
    0-7803-0860-3
  • Type

    conf

  • Filename
    4793232