COMPUTATIONAL ASPECTS FOR RECURSIVE FRISCH SCHEME SYSTEM IDENTIFICATION

Jens G. Linden, Tomasz Larkowski, Keith J. Burnham

2009

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.

Paper Citation

in Harvard Style

G. Linden J., Larkowski T. and Burnham K. (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

in Bibtex Style

@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},
}

in EndNote Style

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