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
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To link to this item DOI: 10.1049/el:19840621
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.