Fast transversal versions of the RIV algorithm

DOI10.1002/(SICI)1099-1115(199603)10:2/3%3C267::AID-ACS350%3E3.0.CO;2-4MaRDI QIDQ4883779zbMATH OpenOpenAlexFDO

Authors Ananthram Swami

Publication date 11 January 2001

Full work available at URL https://doi.org/10.1002/(sici)1099-1115(199603)10:2/3%3C267::aid-acs350%3E3.0.co;2-4

zbMATH Keywords

tracking behaviourchannel system identificationfast transversal algorithmfast versionsinstrumental variable processrecursive instrumental variable

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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Cited in

(4)

• Recursive total instrumental-variable algorithm for solving over-determined normal equations and its applications
• OLRIV: A new fast adaptive algorithm for rectangular-block Toeplitz systems
• The square-root overdetermined recursive instrumental variable algorithm
• Computationally efficient IV algorithm for structure and parameter identification of linear systems

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