Adaptive Recursive Least Squares Algorithm for Joint FIR Filtering and Post-Delay Tracking in the Process Identification

摘要

In this paper, the joint FIT filtering and post-delay tracking system identification problem is considered. The input signal to the unknown system is first filtered then delayed. An adaptive recursive least squares algorithm based on fast transversal filters is developed, which improves the algorithm proposed in (Boudreau & Kabal, 1993) by reducing the time compleixty from O (19p) to O(7p). Its convergence and delay tracking properties are demonstrated by the identification of an LPS and linearly changing delay series system.