DocumentCode :
489569
Title :
Some Effects of Parametrization Change in System Identification
Author :
Williamson, Geoffrey A. ; Johnson, C. Richard, Jr.
Author_Institution :
Department of Electrical and Computer Engineering, Illinois Institute of Technology, Chicago IL 60616
fYear :
1992
fDate :
24-26 June 1992
Firstpage :
1268
Lastpage :
1269
Abstract :
The effect of linear parametrization changes on least mean square adaptation of finite impulse response models is examined. Adaptation in different parametrizations is compared given a fixed value for the steady state mean square error. It is noted that orthogonal transformations of the parameters change no aspects of performance. Orthogonalization of convergence modes, followed by normalization of convergence rates, attains the maximal minimum convergence rate, but changes the frequency distribution of the asymptotic frequency response variance. Relations between change of input correlation and change of parametrization are described.
Keywords :
Convergence; Estimation error; Frequency domain analysis; Frequency response; Mean square error methods; Measurement standards; Parameter estimation; Steady-state; System identification; Vectors;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9
Type :
conf
Filename :
4792301
Link To Document :
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