Recursive Identification Algorithms
2001 (English)Report (Other academic)
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
Adaptive algorithms, Kalman filter, Least mean squares, Performance analysis, Recursive estimation, Recursive least squares, Sequential estimation
IdentifiersURN: urn:nbn:se:liu:diva-55846ISRN: LiTH-ISY-R-2366OAI: oai:DiVA.org:liu-55846DiVA: diva2:316690