• DocumentCode
    995377
  • Title

    Simplified recursive identifier for ARMA processes

  • Author

    Farsi, Milad ; Karam, K.Z. ; Warwick, Kevin

  • Author_Institution
    University of Newcastle upon Tyne, Department of Electrical & Electronic Engineering, Newcastle upon Tyne, UK
  • Volume
    20
  • Issue
    22
  • fYear
    1984
  • Firstpage
    913
  • Lastpage
    915
  • Abstract
    Symmetrical behaviour of the covariance matrix and the positive-definite criterion are used to simplify identification of single-input/single-output systems using recursive least squares. Simulation results are obtained and these are compared with ordinary recursive least squares. The adaptive nature of the identifier is verified by varying the system parameters on convergence.
  • Keywords
    adaptive control; identification; least squares approximations; recursive functions; ARMA processes; adaptive control; covariance matrix; identification; positive-definite criterion; recursive identifier; recursive least squares; simulation; single-input/single-output systems;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19840621
  • Filename
    4249133