Title :
A unified theory of deterministic system parameter identification
Author :
Loh, N.K. ; Das, M.
Author_Institution :
Oakland University, Rochester, MI, U.S.A.
Abstract :
This paper deals with the development of a unified theory for identification of parameters of a linear, discrete time system which is described by either causal or noncausal ARMA model. We study in detail the convergence properties of a parameter identification algorithm called least squares with covariance modification (LSCOM) and show how the convergence properties of a number of other related algorithms can be derived as special cases of the LSCOM algorithm.
Keywords :
Algorithm design and analysis; Convergence; Discrete time systems; Equations; Least squares methods; Parameter estimation; Robotics and automation; Strips; System identification; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1168575
