EFFICIENT ITERATIVE METHODS FOR FIR LEAST-SQUARES IDENTIFICATION

Two iterative methods based on matrix splitting are presented so as to facilitate the least squares identification of finite impulse response (FIR) systems. The first method yields an order recursive solution to a recently proposed fixed order iterative procedure. The second is a simplified and computationally efficient method and is applicable when the input signals are white, or nonwhite with a correlation coefficient of value less than ⅓. Convergence performance of both algorithms is briefly discussed. © 1990 IEEE