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
fDate :
5/1/1999 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on