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
Link To Document