Title :
An adaptive ARMA system identification with high convergence rate
Author :
Xianhua, Dai ; Zhenya, H.
Author_Institution :
Southeast Univ., Nanjing, China
Abstract :
An adaptive output error autoregressive moving average (ARMA) systems identification algorithm is presented with high convergence rate, which solves the problems existing in other adaptive ARMA systems identification algorithm, i.e., the problems of ARMA systems stability and convergence. Meanwhile, the computational burden of adaptive identification is much less than that of other kinds of adaptive systems identification algorithm. Simulations are given to illustrate the performance of the adaptive algorithm
Keywords :
adaptive filters; convergence; filtering and prediction theory; identification; parallel algorithms; signal processing; stability; time series; adaptive ARMA system; adaptive output error; autoregressive moving average; high convergence rate; parallel form; stability; systems identification algorithm; Adaptive algorithm; Adaptive filters; Adaptive systems; Computer aided analysis; Convergence; Delay; Information filtering; Information filters; Stability analysis; System identification;
Conference_Titel :
Circuits and Systems, 1991., IEEE International Sympoisum on
Print_ISBN :
0-7803-0050-5
DOI :
10.1109/ISCAS.1991.176126
