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
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