Real-time recursive identification of unknown linear systems

미지의 선형 시스템에 대한 실시감 회귀 모델링

In this paper and recursive version of orthogonal ARMA identification algorithm is proposed. The basic algorithm is based on Gram-Schmidt orthogonalization of automatically selected basis functions from specified function space, but does not require explicit creation of orthogonal functions. By using two dimensional autocorrelations and crosscorrelations of input and output with constant data length, identification algorithm is extended to cope slowly time-varying or order-varying delayed system.