Title :
Lattice algorithms for recursive ARMAX identification
Author :
van der Klauw, A.C. ; Polat, A. ; van den Bosch, P.P.J.
Author_Institution :
Delft University of Technology, Dept. of Electrical Engineering, Control Laboratory, P.O. Box 5031, 2600 GA Delft, The Netherlands
Abstract :
Lattice algorithms are fast recursive identification algorithms, that estimate models of several orders simultaneously. Up to now lattice algorithms were only available for AR, ARX and ARMA models. In this paper lattice algorithms for ARMAX models are proposed. Emphasis is put on the practical advantages of these algorithms over conventional (non-lattice) recursive identification methods. The number of computations is much less, and the convergence in the presence of noise is drastically improved.
Keywords :
Adaptive control; Adaptive signal processing; Brain modeling; Convergence; Laboratories; Lattices; Parameter estimation; Recursive estimation; Signal processing algorithms; Speech analysis;
Conference_Titel :
American Control Conference, 1993
Conference_Location :
San Francisco, CA, USA
Print_ISBN :
0-7803-0860-3
