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dc.contributor.advisorTummala, Murali
dc.contributor.authorMacHardy, William R.
dc.dateDecember 1990
dc.date.accessioned2013-02-15T23:10:54Z
dc.date.available2013-02-15T23:10:54Z
dc.date.issued1990-12
dc.identifier.urihttp://hdl.handle.net/10945/27629
dc.description.abstractStarting with a least squares formulation of the parameter estimation problem, both fixed data and data-adaptive iterative algorithms are developed. We apply two new techniques, namely diagonal perturbation and multiple partitioning, to existing finite impulse response (FIR) and infinite impulse response (IIR) fixed data matrix splitting algorithms, resulting in improved performance. Also, we extend the fixed data algorithms to the data-adaptive case, and contrast them with FIR and IIR recursive least squares (RLS) algorithms. Computer simulations are used to evaluate the computational effectiveness of the new algorithms. We show the general rate of convergence for the algorithms, evaluate their ability to correctly represent the spectral components of simulated system frequency response in noise, and present system performance, when the order of the model is chosen to be larger than the known system order (over-modeling).en_US
dc.description.urihttp://archive.org/details/iterativemethods1094527629
dc.format.extentxi, 92 p.en_US
dc.languageen_US
dc.publisherMonterey, California: Naval Postgraduate Schoolen_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.en_US
dc.subject.lcshAlgorithmsen_US
dc.subject.lcshConvergence.en_US
dc.titleIterative methods for parameter estimationen_US
dc.typeThesisen_US
dc.contributor.secondreaderTherrien, Charles W.
dc.contributor.corporateNaval Postgraduate School (U.S.)
dc.contributor.departmentElectrical and Computer Engineering
dc.subject.authorFinite Impulse Responseen_US
dc.subject.authorInfinite Impulse Responseen_US
dc.subject.authorMatrix Splittingen_US
dc.subject.authorMatrix Portioningen_US
dc.subject.authorToeplitzen_US
dc.subject.authorSymmetricen_US
dc.subject.authorCondition Numberen_US
dc.description.serviceCaptain, United States Armyen_US
etd.thesisdegree.nameM.S. in Electrical Engineeringen_US
etd.thesisdegree.levelMastersen_US
etd.thesisdegree.disciplineElectrical Engineeringen_US
etd.thesisdegree.grantorNaval Postgraduate Schoolen_US
dc.description.distributionstatementApproved for public release; distribution is unlimited.


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