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Model Quality in Recursive Identification of Time Varying Systems with ARX Structure
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1990 (English)Report (Other academic)
Abstract [en]

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
Linköping: Linköping University , 1990. , 14 p.
LiTH-ISY-I, ISSN 8765-4321 ; 1100
Keyword [en]
Recursive identification, ARX Structures, Recursive Least Squares, Kalman filter
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-104056OAI: diva2:694469
Available from: 2014-02-06 Created: 2014-02-06 Last updated: 2014-02-06

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Gunnarsson, Svante
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Automatic ControlThe Institute of Technology
Control Engineering

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ReferencesLink to record
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