Lattice filters for RLS estimation of a delta operator-based model

A lattice filter algorithm is derived for the recursive least-squares (RLS) estimation of the parameters of the input-output model of a plant, based on the delta-operator formulation. The lattice derivation presented allows a numerically efficient implementation, particularly for large orders. The order-recursive property of the lattices is ideally suited for order determination techniques and applications where the order of the plant may change during operation. An example concerning parameter identification for a fourth-order plant with measurement noise is given.<
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