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Adaptive algorithm for identification problem

โœ Scribed by K.G. Oza; E.I. Jury

Publisher
Elsevier Science
Year
1970
Tongue
English
Weight
393 KB
Volume
6
Category
Article
ISSN
0005-1098

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โœฆ Synopsis

This paper considers the problem of identification of systems characterized by certain parameters. An iterative method for estimating these parameters on the basis of noise-corrupted input-output data is presented.

The problem of identifying parameters of a single-input single-output discrete system is reduced to solving a set of regression equations. The estimates of certain correlation functions appearing as coefficients in these equations are constructed from the input--output data and their convergence with probability one is established using results of time series analysis. An algorithm is presented which approximates the solution of the regression equation and converges with probability one.

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