DocumentCode :
3060042
Title :
Output error identification without SPR assumptions
Author :
Lawrence, D.A. ; Johnson, C.
Author_Institution :
Cornell University, Ithaca, NY
fYear :
1984
fDate :
12-14 Dec. 1984
Firstpage :
977
Lastpage :
982
Abstract :
This paper uses an input-output stability analysis approach to show that for a large class of output error identification algorithms, the usual strict positive real (SPR) conditions on the unknown plant can be replaced by "persistent power" conditions on the plant input sequence. The only a priori knowlege of the plant assumed is stability and knowlege of a model order upper bound. This class of algorithms is shown to include the constant direction, recursive least squares with forgetting, controlled trace, and covariance resetting variants, extending the results of [1]. Arguments for the necessity of the SPR condition in other cases, eg. recursive least squares and stochastic approximation, are also given. Implications in identification and adaptive IIR filtering are discussed.
Keywords :
Adaptive filters; Approximation algorithms; Error correction; Filtering; IIR filters; Least squares approximation; Polynomials; Predictive models; Stability; Stochastic processes;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location :
Las Vegas, Nevada, USA
Type :
conf
DOI :
10.1109/CDC.1984.272160
Filename :
4048036
Link To Document :
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