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Adaptation and Tracking in System Identification: A Survey
Linköpings universitet, Institutionen för systemteknik, Reglerteknik. Linköpings universitet, Tekniska högskolan.
Linköpings universitet, Institutionen för systemteknik, Reglerteknik. Linköpings universitet, Tekniska högskolan.
1990 (engelsk)Inngår i: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 26, nr 1, s. 7-21Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

To track the time-varying dynamics of a system or the time-varying properties of a signal is a fundamental problem in control and signal processing. Many approaches to derive such adaptation algorithms and to analyse their behaviour have been taken. This article gives a survey of basic techniques to derive and analyse algorithms for tracking time-varying systems. Special attention is paid to the study of how different assumptions about the true system's variations affect the algorithm. Several explicit and semi-explicit expressions for the mean square error are derived, which clearly demonstrate the character of the trade-off between tracking ability and noise rejection.

sted, utgiver, år, opplag, sider
Elsevier, 1990. Vol. 26, nr 1, s. 7-21
Emneord [en]
System identification, Recursive algorithms, Time-varying systems, Adaptive systems
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Identifikatorer
URN: urn:nbn:se:liu:diva-100539DOI: 10.1016/0005-1098(90)90154-AOAI: oai:DiVA.org:liu-100539DiVA, id: diva2:663054
Tilgjengelig fra: 2013-11-09 Laget: 2013-11-09 Sist oppdatert: 2017-12-06

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