An order downdating algorithm for tracking system order and parameters in recursive least squares identification

D. W. Apley*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

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 prespecifled maximum model order.

Original languageEnglish (US)
Pages (from-to)3134-3137
Number of pages4
JournalIEEE Transactions on Signal Processing
Volume47
Issue number11
DOIs
StatePublished - 1999

Keywords

  • Model-order identification
  • Qr factorization
  • Recursive least squares
  • System identification

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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