• DocumentCode
    1032420
  • Title

    The effect of identifier structure on parameter convergence

  • Author

    Beex, A.A. ; DeBrunner, Victor E.

  • Author_Institution
    Bradley Dept. of Electr. Eng., Virginia Polytech. Inst. & State Univ., Blacksburg, VA, USA
  • Volume
    40
  • Issue
    11
  • fYear
    1992
  • fDate
    11/1/1992 12:00:00 AM
  • Firstpage
    2819
  • Lastpage
    2822
  • Abstract
    The effects of a chosen system structure on the identification of its parameters are considered. In particular, convergence rates are compared for the parameters of three state-space structures: direct form II, parallel, and dual generalized Hessenberg representation structures. It is shown that the chosen structure does influence identification algorithms, and that this influence is measured by examining the information contained in the structural parameters. A conjecture about the relative convergence of the parameters is offered, and evidence in its support is provided. An important result is that identification of the usually identified direct from II parameters (the standard ARMA parameters) does not necessarily yield the fastest parameter convergence for the system being identified
  • Keywords
    convergence of numerical methods; filtering and prediction theory; parameter estimation; sensitivity analysis; state-space methods; convergence rates; direct form II structure; dual generalized Hessenberg representation structures; identification algorithms; identifier structure effect; parallel structure; parameter convergence; sensitivity analysis; state-space structures; structural parameters; Convergence; Degradation; Frequency; Jitter; Sampling methods; Signal analysis; Signal processing; Signal sampling; Speech processing; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.165671
  • Filename
    165671