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Recursive Identification Algorithms
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2001 (English)Report (Other academic)
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
Linköping: Linköping University Electronic Press, 2001. , 15 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2366
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-55846ISRN: LiTH-ISY-R-2366OAI: oai:DiVA.org:liu-55846DiVA: diva2:316690
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-04Bibliographically approved

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Ljung, Lennart

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf