An order downdating algorithm for tracking system order and parameters in recursive least squares identification
نویسندگان
چکیده
In this correspondence, a new time and order recursive method for on-line tracking of system order and parameters using recursive least squares (RLS) is presented. The method consists of two parts: a time updating portion that uses existing RLS inverse QR decomposition algorithms and a new computationally efficient “order downdating” portion that calculates the model parameters and residual error energies for an entire set of models with order varying from one to some prespecified maximum model order.
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عنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 47 شماره
صفحات -
تاریخ انتشار 1999