liu.seSearch for publications in DiVA
Change search
ReferencesLink to record
Permanent link

Direct link
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.
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
URN: urn:nbn:se:liu:diva-55846ISRN: LiTH-ISY-R-2366OAI: diva2:316690
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-04Bibliographically approved

Open Access in DiVA

fulltext(222 kB)434 downloads
File information
File name FULLTEXT01.pdfFile size 222 kBChecksum SHA-512
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
Ljung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 434 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 43 hits
ReferencesLink to record
Permanent link

Direct link