• DocumentCode
    336860
  • Title

    Fast calculation of least-squares estimates for system identification

  • Author

    Schoukens, J. ; Rolain, Y. ; Gustafsson, E. ; Pintelon, R.

  • Author_Institution
    Dept. ELEC, Vrije Univ., Brussels, Belgium
  • Volume
    3
  • fYear
    1998
  • fDate
    1998
  • Firstpage
    3408
  • Abstract
    In this paper an FFT based method is presented to speed-up the calculations of least-squares estimates of d unknown parameters from O(Nd2) to O(Nlog2N) (with N the number of data points) resulting in a significant reduction of the required computation time. The method can be applied to models/methods that are linear or nonlinear-in-the-parameters. Also the memory requirements are significantly reduced, without needing dedicated memory management techniques
  • Keywords
    computational complexity; fast Fourier transforms; identification; least squares approximations; FFT based method; least-squares estimates; linear methods; memory requirements; nonlinear-in-the-parameters methods; system identification; Colored noise; Covariance matrix; Discrete Fourier transforms; Discrete time systems; Frequency domain analysis; Jacobian matrices; Memory management; Polynomials; System identification; Transfer functions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4394-8
  • Type

    conf

  • DOI
    10.1109/CDC.1998.758230
  • Filename
    758230
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=336860