Title :
Convergence of a recursive rational interpolation-based identification algorithm
Author_Institution :
Dept. of Electr. Eng., Louisville Univ., KY, USA
Abstract :
This paper investigates the convergence properties of an identification algorithm based on recursive rational interpolation. The algorithm utilizes the moving discrete Fourier transform (MDFT), which is a recursive form of the DFT, to efficiently monitor certain points in the spectra of the system input and output signals. Convergence of parameter estimates to their true values is established for the algorithm, and persistent excitation conditions are also given
Keywords :
convergence of numerical methods; estimation theory; fast Fourier transforms; identification; interpolation; spectral analysis; DFT; convergence properties; identification algorithm; input signals; moving discrete Fourier transform; output signals; persistent excitation conditions; recursive rational interpolation; spectral analysis; Continuous time systems; Convergence; Discrete Fourier transforms; Frequency domain analysis; Frequency response; Interpolation; MIMO; Monitoring; Parameter estimation; System identification;
Conference_Titel :
System Theory, 1994., Proceedings of the 26th Southeastern Symposium on
Conference_Location :
Athens, OH
Print_ISBN :
0-8186-5320-5
DOI :
10.1109/SSST.1994.287822
