Title :
Convergence and colored noise issues in bounding ellipsoid identification
Author :
Nayeri, M. ; Deller, J.R., Jr. ; Krunz, M.M.
Author_Institution :
Dept. of Electr. Eng., Michigan State Univ., East Lansing, MI, USA
Abstract :
The convergence and bias properties of a general class of optimal bounding ellipsoid (OBE) algorithms are discussed. OBE algorithms are set-membership (SM) based identification algorithms which are applied to models which are linear-in-parameters, and are closely related to weighted recursive least square error (WRLS) methods
Keywords :
convergence of numerical methods; identification; noise; bias properties; bounding ellipsoid identification; colored noise; convergence; optimal bounding ellipsoid algorithms; set membership identification; signal processing; weighted recursive least square error; Adaptive signal processing; Colored noise; Convergence; Covariance matrix; Ellipsoids; Laboratories; Parameter estimation; Samarium; Signal processing algorithms; Speech processing;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on
Conference_Location :
San Francisco, CA
Print_ISBN :
0-7803-0532-9
DOI :
10.1109/ICASSP.1992.226614
