Fast transversal versions of the RIV algorithm

DOI10.1002/(SICI)1099-1115(199603)10:2/3%3C267::AID-ACS350%3E3.0.CO;2-4zbMATH Open0952.93129OpenAlexW2029879770MaRDI QIDQ4883779FDOQ4883779

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

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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)

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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