On the quality of recursively identified FIR models

Author

Gunnarsson, Svante

Author_Institution

Dept. of Electr. Eng., Linkoping Univ., Sweden

Volume

40

Issue

3

fYear

1992

fDate

3/1/1992 12:00:00 AM

Firstpage

679

Lastpage

682

Abstract

The author considers recursive identification of time-varying systems having finite impulse response, focusing on the tradeoff between tracking capability and disturbance rejection. Approximate, but simple and explicit, frequency-domain expressions for the model quality are derived for three different identification algorithms. The results, derived under the assumption of slow adaptation, slow system variation, and high model order, are extensions of the results presented by Gunnarsson and Ljung (see ibid., vol.37, p.1072, 1989) to the case where the system output is affected by correlated disturbances

Keywords

approximation theory; identification; signal processing; time-varying systems; tracking; approximate expressions; correlated disturbances; disturbance rejection; finite impulse response; frequency-domain expressions; high model order; identification algorithms; model quality; recursively identified FIR models; slow adaptation; slow system variation; system output; time-varying systems; tracking; Bars; Colored noise; Finite impulse response filter; Geology; Geophysics computing; Recursive estimation; Signal processing; Time varying systems; Vectors; White noise;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.120811

Filename

120811