Performance studies on a “quasi-OBE” algorithm for real-time signal processing

Author

Nagaraj, Shirish ; Gollamudi, Sridhar ; Deller, John R. ; Huang, Yih-Fang ; Kapoor, Samir

Author_Institution

Dept. of Electr. Eng., Notre Dame Univ., IN, USA

Volume

2

fYear

1997

fDate

3-6 Aug 1997

Firstpage

770

Abstract

A novel algorithm is studied for the identification of linear-in-parameters models. This technique is dubbed “Quasi-OBE” (QOBE) because it is based on the principles of optimal bounding ellipsoid (OBE) identification, but has other geometric and classic least-squares interpretations that enhance its interpretability and application potential. Convergence behavior of both the central point estimate and measures of the hyperellipsoidal membership-set will be discussed in general terms, particularly in comparison with several conventional OBE algorithms. The QOBE algorithm uses highly-selective updating and exhibits excellent tracking ability in time-varying environments

Keywords

convergence of numerical methods; identification; least squares approximations; signal processing; time-varying systems; QOBE algorithm; central point estimate; convergence behavior; highly-selective updating; hyperellipsoidal membership-set; interpretability; least-squares interpretations; linear-in-parameters models; optimal bounding ellipsoid identification; quasi-OBE algorithm; real-time signal processing; time-varying environments; Control systems; Convergence; Covariance matrix; Ellipsoids; Error correction; Optimal control; Particle measurements; Signal processing; Signal processing algorithms; System identification;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 1997. Proceedings of the 40th Midwest Symposium on

Conference_Location

Sacramento, CA

Print_ISBN

0-7803-3694-1

Type

conf

DOI

10.1109/MWSCAS.1997.662188

Filename

662188