Some asymptotic results in recursive identification using Laguerre models
1990 (English)In: Proceedings of the IEEE Conference on Decision and Control, Honolulu, HI, USA, 1990, Vol. 2, no Piscataway, NJ, United States, 1068-1073 p.Conference paper (Refereed)
Frequency domain expressions for the quality of recursively identified Laguerre models are presented. These models generalize finite impulse response (FIR) models by using a priori information about the dominating time constants of the system to be identified. Expressions for the model quality are derived under the assumptions that the system varies slowly, that the model is updated slowly, and that the model order is high. The model quality is evaluated by investigating the properties of the estimated transfer function, and explicit expressions for the mean square error (MSE) of the transfer function, and explicit expressions for the mean square error of the transfer function estimate are derived.
Place, publisher, year, edition, pages
Honolulu, HI, USA, 1990. Vol. 2, no Piscataway, NJ, United States, 1068-1073 p.
, Proceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6)
Control Systems - Estimation, Control Systems, Time Varying - Identification, Mathematical Techniques - Frequency Domain Analysis, Mathematical Techniques - Transfer Functions, Laguerre Models, Mean Square Error Estimation, Recursive Identification, Systems Science and Cybernetics
IdentifiersURN: urn:nbn:se:kth:diva-55444DOI: 10.1109/CDC.1990.203766OAI: oai:DiVA.org:kth-55444DiVA: diva2:471576
Sponsors: IEEE Control Systems Soc NR 201408052012-01-022012-01-022013-09-05Bibliographically approved