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
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