• DocumentCode
    489569
  • Title

    Some Effects of Parametrization Change in System Identification

  • Author

    Williamson, Geoffrey A. ; Johnson, C. Richard, Jr.

  • Author_Institution
    Department of Electrical and Computer Engineering, Illinois Institute of Technology, Chicago IL 60616
  • fYear
    1992
  • fDate
    24-26 June 1992
  • Firstpage
    1268
  • Lastpage
    1269
  • Abstract
    The effect of linear parametrization changes on least mean square adaptation of finite impulse response models is examined. Adaptation in different parametrizations is compared given a fixed value for the steady state mean square error. It is noted that orthogonal transformations of the parameters change no aspects of performance. Orthogonalization of convergence modes, followed by normalization of convergence rates, attains the maximal minimum convergence rate, but changes the frequency distribution of the asymptotic frequency response variance. Relations between change of input correlation and change of parametrization are described.
  • Keywords
    Convergence; Estimation error; Frequency domain analysis; Frequency response; Mean square error methods; Measurement standards; Parameter estimation; Steady-state; System identification; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1992
  • Conference_Location
    Chicago, IL, USA
  • Print_ISBN
    0-7803-0210-9
  • Type

    conf

  • Filename
    4792301