Title :
Efficient iterative methods for FIR least squares identification
Author_Institution :
Dept. of Electr. & Comput. Eng., US Naval Postgraduate Sch., Monterey, CA, USA
fDate :
5/1/1990 12:00:00 AM
Abstract :
Two iterative methods based on matrix splitting are presented to facilitate the least-squares identification of finite impulse response (FIR) systems. The first method yields an order-recursive solution to a previously proposed fixed-order iterative procedure. The second is a simplified and computationally efficient method and is applicable when the input signals are white, or nonwhite with a correlation coefficient of value less than 1/3. Convergence performance of both algorithms is briefly discussed. Simulation results indicate satisfactory performance of both methods
Keywords :
convergence of numerical methods; filtering and prediction theory; identification; iterative methods; matrix algebra; FIR least squares identification; computationally efficient method; convergence performance; correlation coefficient; finite impulse response; iterative methods; matrix splitting; order-recursive solution; Arithmetic; Convergence; Finite impulse response filter; Iterative algorithms; Iterative methods; Lattices; Least squares methods; Matrix decomposition; Prediction algorithms; Symmetric matrices;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
