Simplified recursive identifier for ARMA processes |
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| Authors: | Farsi M Karam KZ Warwick K |
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| Affiliation: | University of Newcastle upon Tyne, Department of Electrical & Electronic Engineering, Newcastle upon Tyne, UK; |
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| Abstract: | 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. |
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