On Some System Identification Techniques for Adaptive Filtering

IEEE Transactions on Circuits and Systems

Volumn 35, Issue 4, 1988, Pages 457-461

  Sóuderstróum, Torsten ^a   Stoica, Petre ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, TIME VARYING; MATHEMATICAL TECHNIQUES - CONVERGENCE OF NUMERICAL METHODS; SIGNAL FILTERING AND PREDICTION - MATHEMATICAL MODELS;

ADAPTIVE FILTERING; INSTRUMENTAL VARIABLE METHOD; OUTPUT ERROR METHOD; RECURSIVE ALGORITHMS; STEIGLITZ-MCBRIDE METHOD;

CONTROL SYSTEMS, ADAPTIVE;

EID: 0023997449     PISSN: 00984094     EISSN: None     Source Type: Journal    
DOI: 10.1109/31.1765     Document Type: Article

References (19)

1. L. Ljung and T. Söderström, Theory and Practice of Recursive Identification. MIT Press, Cambridge, MA, 1983.
2. B. Friedlander, “System identification techniques for adaptive signal processing”, Circuits, Syst., Signal Processing, vol. 1, no. 1, pp. 3-41, 1982.
3. T. S. Alexander, Adaptive Signal Processing. Berlin, Germany:SpringerVerlag, 1986.
4. S. Haykin, Adaptive Filler Theory. London, England: Prentice-Hall, 1986.
5. B. Widrow and S. D. Stearns, Adaptive Signal Processing. Englewood Cliffs, NJ: Prentice-Hall, 1985.
6. H. Fan and W. K. Jenkins, “A new adaptive IIR filter”, IEEE Trans. Circuits Syst., vol. CAS-33, pp. 939-947, 1986.
7. K. Steiglitz and L. E. McBride, “A technique for the identification of linear systems”, IEEE Trans. Atomat. Contr., vol. AC-10, pp. 461-464, 1965.
8. T. Söderström and P. Stoica, System Identification. Hemel Hempstead, Prentice-Hall, 1988.
9. P. Stoica and T. Söderström, “The Steiglitz-McBride algorithm revisited - Convergence analysis and accuracy aspects”, IEEE Trans. Automat. Contr., vol. AC-26, pp. 712-717, 1981.
10. T. Söderström and P. Stoica, Instrumental Variable Methods for System Identification. Berlin, Germany: SpringerVerlag, 1983.
11. “Some properties of the output error method”, Automatica, vol. 18, no. 1, pp. 98-99, 1982.
12. T. Söderström, “On the uniqueness of maximum likelihood identification”, Automatica, vol. 11, pp. 193-197, 1975.
13. L. Ljung, “Analysis of recursive stochastic algorithms”, IEEE Trans. Automat. Contr., vol. AC-22, pp. 551-575, 1977.
14. P. Stoica and T. Söderström. “Analysis of the Steiglitz-McBride identification method”, Rep. UPTEC 8079R, Inst of Tech, Uppsala University, Uppsala, Sweden.
15. L. Ljung, “Convergence analysis of parametric identification methods”, IEEE Trans. Automat. Contr., vol. AC-23, pp. 770-783, 1978.
16. R. R. Bitmead and B. D. O. Anderson, “Lyapunov techniques for the exponential stability of linear difference equations with random coefficients”, IEEE Trans. Automat. Contr., vol. AC-25, pp. 782-787, 1980.
17. R. R. Bitmead and B. D. O. Anderson, “Performance of adaptive estimation algorithms in dependent random environments”, IEEE Trans. Automat. Contr., vol. AC-25, pp. 788-794, 1980.
18. P. van den Hof and P. Janssen, “Some asymptotic properties of multIVariable models identified by equation error techniques”, Proc. 25lh IEEE Conf. on Decision and Control, Athens, Greece, 1986; also
19. IEEE Trans. Automat. Contr., vol. AC-32, pp. 89-92, Jan. 1987.