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Adaptation and Tracking in System Identification: A Survey
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1990 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 26, no 1, 7-21 p.Article in journal (Refereed) 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.

Place, publisher, year, edition, pages
Elsevier, 1990. Vol. 26, no 1, 7-21 p.
Keyword [en]
System identification, Recursive algorithms, Time-varying systems, Adaptive systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-100539DOI: 10.1016/0005-1098(90)90154-AOAI: oai:DiVA.org:liu-100539DiVA: diva2:663054
Available from: 2013-11-09 Created: 2013-11-09 Last updated: 2017-12-06

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Ljung, LennartGunnarsson, Svante

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