Frequency domain description of the tracking capability and disturbance rejection trade-off in recursive identification

A study is made of three recursive identification algorithms with respect to their tracking capability and disturbance sensitivity. The algorithms are applied to the identification of time-varying systems with finite impulse response. The performance of the algorithms are measured in terms of the mean square error of the estimated transfer function. Using asymptotic methods, explicit expressions for the mean square error are derived, and these expressions are used to evaluate the performance of the algorithms when applied to systems with different behavior