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  1. Circuits, Systems, and Signal Processing
  2. Circuits, Systems, and Signal Processing : Volume 21
  3. Circuits, Systems, and Signal Processing : Volume 21, Issue 1, January 2002
  4. Recursive identification algorithms
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Circuits, Systems, and Signal Processing : Volume 36
Circuits, Systems, and Signal Processing : Volume 35
Circuits, Systems, and Signal Processing : Volume 34
Circuits, Systems, and Signal Processing : Volume 33
Circuits, Systems, and Signal Processing : Volume 32
Circuits, Systems, and Signal Processing : Volume 31
Circuits, Systems, and Signal Processing : Volume 30
Circuits, Systems, and Signal Processing : Volume 29
Circuits, Systems, and Signal Processing : Volume 28
Circuits, Systems, and Signal Processing : Volume 27
Circuits, Systems, and Signal Processing : Volume 26
Circuits, Systems, and Signal Processing : Volume 25
Circuits, Systems, and Signal Processing : Volume 24
Circuits, Systems, and Signal Processing : Volume 23
Circuits, Systems, and Signal Processing : Volume 22
Circuits, Systems, and Signal Processing : Volume 21
Circuits, Systems, and Signal Processing : Volume 21, Issue 6, December 2002
Circuits, Systems, and Signal Processing : Volume 21, Issue 5, October 2002
Circuits, Systems, and Signal Processing : Volume 21, Issue 4, August 2002
Circuits, Systems, and Signal Processing : Volume 21, Issue 3, May 2002
Circuits, Systems, and Signal Processing : Volume 21, Issue 2, March 2002
Circuits, Systems, and Signal Processing : Volume 21, Issue 1, January 2002
Guest editor's biography
Guest editorial : Special tutorial issue on system identification
Instrumental variable methods for system identification
Prediction error estimation methods
Subspace-based state-space system identification
Frequency domain identification methods
Recursive identification algorithms
Set-membership identification and filtering for signal processing applications
Model validation and model structure determination
Blind methods of system identification
Nonlinear system identification
Erratum
Circuits, Systems, and Signal Processing : Volume 20
Circuits, Systems, and Signal Processing : Volume 19
Circuits, Systems, and Signal Processing : Volume 18
Circuits, Systems, and Signal Processing : Volume 17
Circuits, Systems, and Signal Processing : Volume 16

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Recursive identification algorithms

Content Provider Springer Nature Link
Author Ljung, Lennart
Copyright Year 2002
Abstract Mechanisms for adapting models, filters, decisions, regulators, and so on to changing properties of a system or a signal are of fundamental importance in many modern signal processing and control algorithms. This contribution describes a basic foundation for developing and analyzing such algorithms. Special attention is paid to the rationale behind the different algorithms, thus distinguishing between “optimal” algorithms and “ad hoc” algorithms. We also outline the basic approaches to performance analysis of adaptive algorithms.
Starting Page 57
Ending Page 68
Page Count 12
File Format PDF
ISSN 0278081X
Journal Circuits, Systems, and Signal Processing
Volume Number 21
Issue Number 1
e-ISSN 15315878
Language English
Publisher Birkhäuser-Verlag
Publisher Date 2002-01-01
Publisher Place Boston
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Sequential estimation adaptive algorithms performance analysis recursive estimation Kalman filter recursive least squares least mean squares Electronic and Computer Engineering
Content Type Text
Resource Type Article
Subject Applied Mathematics Signal Processing
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