Adaptation and Tracking in System Identification: A Survey
1990 (English)In: Automatica, ISSN 0005-1098, Vol. 26, no 1, 7-21 p.Article in journal (Refereed) Published
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.
System identification, Recursive algorithms, Time-varying systems, Adaptive systems
IdentifiersURN: urn:nbn:se:liu:diva-100539DOI: 10.1016/0005-1098(90)90154-AOAI: oai:DiVA.org:liu-100539DiVA: diva2:663054