On the behavior of the Steiglitz-McBride method for insufficient-order identification

Author

Cousseau, Juan E. ; Diniz, Paulo S R

Author_Institution

Dept. de Ingenieria Electr., Univ. Nacional del Sur, Bahia Blanca, Argentina

Volume

1

fYear

1995

fDate

13-16 Aug 1995

Firstpage

265

Abstract

This paper presents an analysis of the behavior of the Steiglitz-McBride method (Ski) with special emphasis to system identification applications with insufficient order. Through the extension of known results of both the Output Error method (OE) and the SM method, some interesting interpretations are obtained. These interpretations are based on the idea of a general error surface description of the Mean Square Error (MSE) to be minimized. The MSE for the SM and the OE methods are particular cases of this general formulation. An analysis of the solutions obtained for the insufficient order case is presented. Some examples illustrating these solutions are also included

Keywords

convergence of numerical methods; identification; Steiglitz-McBride method; error surface description; insufficient-order identification; mean square error; output error method; system identification; Convergence; Eigenvalues and eigenfunctions; Equations; Mean square error methods; Noise measurement; Parameter estimation; Samarium; Signal processing; System identification; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 1995., Proceedings., Proceedings of the 38th Midwest Symposium on

Conference_Location

Rio de Janeiro

Print_ISBN

0-7803-2972-4

Type

conf

DOI

10.1109/MWSCAS.1995.504428

Filename

504428