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Authors: Jens G. Linden ; Tomasz Larkowski and Keith J. Burnham

Affiliation: Coventry University, United Kingdom

ISBN: 978-989-674-001-6

Keyword(s): System identification, Errors-in-variables, Recursive identification.

Related Ontology Subjects/Areas/Topics: Adaptive Signal Processing and Control ; Informatics in Control, Automation and Robotics ; Optimization Problems in Signal Processing ; Real-Time Systems Control ; Signal Processing, Sensors, Systems Modeling and Control ; System Identification ; Time Series and System Modeling

Abstract: The implementation of a recursive algorithm for the estimation of parameters of a linear single-input singleoutput errors-in-variables system is re-considered. The objective is to reduce the computational complexity in order to reduce the computation time per recursion, which, in turn, will allow a wider applicability of the recursive algorithm. The technique of stationary iterative methods for least squares is utilised, in order to reduce the complexity from cubic to quadratic order with respect to the model parameters to be estimated. A numerical simulation underpins the theoretically obtained results.

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Paper citation in several formats:
G. Linden J.; Larkowski T.; Burnham K. and (2009). COMPUTATIONAL ASPECTS FOR RECURSIVE FRISCH SCHEME SYSTEM IDENTIFICATION.In Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO, ISBN 978-989-674-001-6, pages 136-141. DOI: 10.5220/0002211401360141

@conference{icinco09,
author={Jens {G. Linden} and Tomasz Larkowski and Keith J. Burnham},
title={COMPUTATIONAL ASPECTS FOR RECURSIVE FRISCH SCHEME SYSTEM IDENTIFICATION},
booktitle={Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO,},
year={2009},
pages={136-141},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002211401360141},
isbn={978-989-674-001-6},
}

TY - CONF

JO - Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO,
TI - COMPUTATIONAL ASPECTS FOR RECURSIVE FRISCH SCHEME SYSTEM IDENTIFICATION
SN - 978-989-674-001-6
AU - G. Linden, J.
AU - Larkowski, T.
AU - Burnham, K.
PY - 2009
SP - 136
EP - 141
DO - 10.5220/0002211401360141

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