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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

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To link to this item 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
Refereed:Yes
Divisions:Science
ID Code:17814
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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