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Simplified recursive identifier for ARMA processes

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Farsi, M., Karam, K.Z. and Warwick, K. (1984) Simplified recursive identifier for ARMA processes. Electronics Letters, 20 (22). pp. 913-915. ISSN 0013-5194 doi: 10.1049/el:19840621

Abstract/Summary

Symmetrical behaviour of the covariance matrix and the positive-definite criterion are used to simplify identification of single-input/single-output systems using recursive least squares. Simulation results are obtained and these are compared with ordinary recursive least squares. The adaptive nature of the identifier is verified by varying the system parameters on convergence.

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/17814
Identification Number/DOI 10.1049/el:19840621
Refereed Yes
Divisions Science
Uncontrolled Keywords adaptive control, simulation, recursive identifier, ARMA processes, covariance matrix, positive-definite criterion, identification, single-input/single-output systems, recursive least squares
Publisher Institution of Engineering and Technology (IET)
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