• DocumentCode
    1506541
  • Title

    Existence of stationary points for pseudo-linear regression identification algorithms

  • Author

    Regalia, Phillip A. ; Mboup, Mamadou ; Ashari, Mehdi

  • Author_Institution
    Dept. Signal et Image, Inst. Nat. des Telecommun., Evry, France
  • Volume
    44
  • Issue
    5
  • fYear
    1999
  • fDate
    5/1/1999 12:00:00 AM
  • Firstpage
    994
  • Lastpage
    998
  • Abstract
    The authors prove the existence of a stable transfer function satisfying the nonlinear equations characterizing an asymptotic stationary point, in undermodeled cases, for a class of pseudo-linear regression algorithms, including Landau´s algorithm, the Feintuch algorithm, and (S)HARF. The proof applies to all degrees of undermodeling and assumes only that the input power spectral density function is bounded and nonzero for all frequencies, and that the compensation filter is strictly minimum phase. Some connections to previous stability analyses for reduced-order identification in this algorithm class are brought out
  • Keywords
    discrete time systems; identification; nonlinear equations; stability; statistical analysis; stochastic processes; transfer functions; Feintuch algorithm; Landau algorithm; compensation filter; identification; nonlinear equations; power spectral density function; pseudo-linear regression; stability; stationary points; transfer function; Convergence; Density functional theory; Filters; Frequency; Nonlinear equations; Reduced order systems; Stability analysis; Stochastic processes; System identification; Transfer functions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.763215
  • Filename
    763215