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Convergence of the RPEM as applied to harmonic signal modeling
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control. AUTOMATIC CONTROL.
2000 (English)Report (Other academic)
Abstract [en]

Arbitrary periodic signals can be estimated recursively by exploiting the fact that a sine wave passing through a static nonlinear function generates a spectrum of overtones. The estimated signal model is hence parameterized as a real wave with unknown period in cascade with a piecewise linear function. The driving periodic wave can be chosen depending on any prior knowledge. The performance of a recursive Gauss-Newton prediction error identification algorithm for joint estimation of the driving frequency and the parameters of the nonlinear output function is therefore studied. A theoretical analysis of local convergence to the true parameter vector as well as numerical examples are given. Furthermore, the Cramer-Rao bound (CRB) is calculated in this report.

Place, publisher, year, edition, pages
2000.
Series
Technical report / Department of Information Technology, Uppsala University, ISSN 1404-3203 ; 2000-027
National Category
Engineering and Technology
Identifiers
URN: urn:nbn:se:uu:diva-40689OAI: oai:DiVA.org:uu-40689DiVA, id: diva2:68590
Available from: 2005-05-05 Created: 2005-05-05 Last updated: 2022-09-14Bibliographically approved

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CiteExportLink to record
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Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf