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
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