Model Quality in Recursive Identification of Time Varying Systems with ARX Structure
1990 (English)In: Proceedings of the 1990 American Control Conference, 1990, 1909-1914 p.Conference paper (Refereed)
Recursive identification of time varying systems with ARX structures is considered, with the interest focused on the quality of the estimated transfer functions. Three recursive identification algorithms are considered, the least mean squares (LMS) algorithm, the recursive least squares (RLS) algorithm and the Kalman filter respectively. The model quality is studied in terms of algorithm design variables, input and disturbance signal properties and variations of the true system. Using asymptotic methods approximate expressions for the model quality are derived.
Place, publisher, year, edition, pages
1990. 1909-1914 p.
Recursive identification, ARX Structures, Recursive Least Squares, Kalman filter
IdentifiersURN: urn:nbn:se:liu:diva-100555OAI: oai:DiVA.org:liu-100555DiVA: diva2:663071
1990 American Control Conference, 23-25 May, 1990, San Diego, CA, USA