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Recursive Identification Algorithms
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2002 (English)In: Circuits, systems, and signal processing, ISSN 0278-081X, E-ISSN 1531-5878, Vol. 21, no 1, 57-68 p.Article in journal (Refereed) Published
Abstract [en]

Mechanisms for adapting models, filters, decisions, regulators, and so on to changing properties of a system or a signal are of fundamental importance in many modern signal processing and control algorithms. This contribution describes a basic foundation for developing and analyzing such algorithms. Special attention is paid to the rationale behind the different algorithms, thus distinguishing between "optimal" algorithms and "ad hoc" algorithms. We also outline the basic approaches to performance analysis of adaptive algorithms.

Place, publisher, year, edition, pages
Birkhäuser Verlag, 2002. Vol. 21, no 1, 57-68 p.
Keyword [en]
Adaptive algorithms, Kalman filter, Least mean squares, Performance analysis, Recursive estimation, Recursive least squares, Sequential estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-47145DOI: 10.1007/BF01211651OAI: oai:DiVA.org:liu-47145DiVA: diva2:268041
Available from: 2009-10-11 Created: 2009-10-11 Last updated: 2013-07-17

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Ljung, Lennart

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