An algorithm for unit-norm equation error system identification based on the method of multipliers

It is known that the unit-norm constraint for equation-error based system identification is superior to the monic constraint since it produces consistent estimates for white measurement noise and also presents better approximation properties in reduced-order cases. Here, a new algorithm for unit-nor...

Full description

Saved in:
Bibliographic Details
Published in:IEEE transactions on signal processing 2003-12, Vol.51 (12), p.3080-3085
Main Author: Lopez-Valcarce, R.
Format: Article
Language:English
Subjects:
Adaptive filters
Algorithms
Applied sciences
Approximation
Computer science
control theory
systems
Constraint optimization
Control theory. Systems
Convergence
Detection, estimation, filtering, equalization, prediction
Equations
Exact sciences and technology
Finite impulse response filter
Information, signal and communications theory
Mathematical analysis
Modelling and identification
Multipliers
Noise measurement
Optimization
Parameter estimation
Signal and communications theory
Signal, noise
Stability
System identification
Telecommunications and information theory
White noise
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:It is known that the unit-norm constraint for equation-error based system identification is superior to the monic constraint since it produces consistent estimates for white measurement noise and also presents better approximation properties in reduced-order cases. Here, a new algorithm for unit-norm equation-error adaptive filtering is proposed. This scheme is inspired by the constrained optimization technique known as the method of multipliers. An analysis of stationary points and mean convergence properties is developed.
ISSN:1053-587X
1941-0476
DOI:10.1109/TSP.2003.819012