A RECURSIVE ALGORITHM FOR SIMULTANEOUS IDENTIFICATION OF MODEL ORDER AND PARAMETERS

被引：17

作者：

NIU, S ^{[1
]}

XIAO, DY ^{[1
]}

FISHER, DG ^{[1
]}

机构：

[1] TSING HUA UNIV,DEPT AUTOMAT,BEIJING 100084,PEOPLES R CHINA

来源：

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1990年 / 38卷 / 05期

关键词：

D O I：

10.1109/29.56017

中图分类号：

O42 [声学];

学科分类号：

070206 ; 082403 ;

摘要：

The recursive identification algorithm for SISO CARMA systems presented in this paper is based on a new augmented information matrix (AIM). Decomposition of the AIM using UDUT factorization provides simultaneous, recursive estimates of both the system parameters and the loss functions from order 0 to n, where n is the maximum possible order of the real process. The most appropriate model order is then determined by examination of the loss functions. This approach results in a computationally efficient and numerically robust algorithm for systems of unknown or variable model order. © 1990 IEEE

引用

页码：884 / 886

页数：3