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Fast Algorithms for Recursive Identification
Stanford University, CA, USA.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Stanford University, CA, USA.
1976 (English)In: Proceedings of the 1976 IEEE Conference on Decision and Control including the 15th Symposium on Adaptive Processes, 1976, 916-921 p.Conference paper (Refereed)
Abstract [en]

Recursive identification algorithms are of great interest in control and estimation problems, and related areas such as recursive least squares- and adaptive methods. Recently we have shown how a certain shift invariance inherent in many estimation and control problems can be exploited to obtain fast algorithms that often require orders of magnitude less computations than presently available methods to compute optimal gains. We have developped fast algorithms for a variety of presently available identification methods as well as new ones that require computer time and storage (or hardware) per measurement only proportional to the number of model parameters, compared to the square of the number of parameters for previous methods. Since parameter identification can be formulated as a state estimation problem, optimal filtering results can be applied. In particular we would like to attract attention to alternatives, such as square-root methods and their last versions or ladder forms using partial correlations that have several computational and numerical advantages over the more commonly used methods.

Place, publisher, year, edition, pages
1976. 916-921 p.
Keyword [en]
Recursive identification, Estimation, Least squares, Adaptive method, Control problems
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-100848DOI: 10.1109/CDC.1976.267857OAI: diva2:664029
1976 IEEE Conference on Decision and Control including the 15th Symposium on Adaptive Processes, Clearwater, FL, USA, December, 1976
Available from: 2013-11-13 Created: 2013-11-13 Last updated: 2013-11-13

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