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Lattice filters for RLS estimation of a delta operator based model

机译:基于Delta操作员模型的RLS估计的晶格滤波器

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The lattice algorithm for estimating parameters of an input/output model based on the delta operator is presented. The motivation is twofold. First, the derivation would allow the lattice implementation of the least-squares method, with all of the advantages lattices have with respect to numerical stability and conditioning. Second, the order recursive property of the lattices will provide the flexibility to change the order of the filter, if the need arises. An example is provided to illustrate the ability of the delta operator-based lattices to identify the parameters of a plant in the presence of measurement noise.
机译:介绍了基于Delta运算符估计输入/输出模型参数的格子算法。动机是双重的。首先,衍生将允许最小二乘法的晶格实现,并且所有优点格子都相对于数值稳定性和调节。其次,如果需要出现,格子的递归特性将提供更换过滤器的顺序的灵活性。提供了一个示例以说明基于Delta操作员的格子的能力,以在存在测量噪声的情况下识别植物的参数。

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