Simplified recursive identifier for ARMA processes

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.

Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/17814
Item Type	Article
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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