Abstract:
This paper deals with the development of a unified theory for identification of parameters of a linear, discrete time system which is described by either causal or noncau...Show MoreMetadata
Abstract:
This paper deals with the development of a unified theory for identification of parameters of a linear, discrete time system which is described by either causal or noncausal ARMA model. We study in detail the convergence properties of a parameter identification algorithm called least squares with covariance modification (LSCOM) and show how the convergence properties of a number of other related algorithms can be derived as special cases of the LSCOM algorithm.
Date of Conference: 07-11 April 1986
Date Added to IEEE Xplore: 29 January 2003