System Identification Method

Inactive Publication Date: 2005-08-04
JAPAN SCI & TECH CORP
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Benefits of technology

[0021] In view of the above-described points, it is an object of the present invention to implement a fast real-time identification of time-varying and time-invariant systems by using a fast algorithm for modified H( filters developed based on a new H( evaluation criterion. It is another object of the present invention to include, as a particular case of the present algorithm, a fast Kalman filtering algorithm, and to determine theoretically the covariance of system noise which is dominant in the tracking performance of time-vary

Problems solved by technology

In conventional arts, the LMS algorithm (least-mean-square algorithm) has been widely used as adaptive algorithm due to its simplicity, but it is impossible to closely track a time-varying system which varies suddenly due to its very slow convergence.
Since the amount of calculation rapidly increases with the tap number N, it is difficult to process actual

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CROSS REFERENCES TO RELATED APPLICATIONS

[0001] This application is based upon priority International Application PCT / JP01 / 09082 filed October 16, 2001, International Publication No. WO 02 / 35727 A1 published May 2, 2002, which is based upon Japanese Application 2000-323958 filed October 24, 2000.

BACKGROUND OF THE INVENTION

[0002] The present invention relates to system identification methods, and more particularly, to a time-varying system identification method at a high speed in real time by using a fast algorithm for modified H( filters developed based on a new H( evaluation criterion.

[0003] In general, system identification is to estimate a mathematical model (a transfer function, an impulse response, or the like) of a system input-and-output relationship according to the input-and-output data. Typical applications thereof include echo cancellers in international communications, automatic equalizers in data communications, echo cancellers in acoustic systems, sound-field reprod...

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Abstract

Abstract of the Disclosure
Quick real-time identification and estimation of a time-non-varying or time-varying system. A new H( evaluation criterion is determined, a fast algorithm for a modified H( filter based on the criterion is developed, and a quick time-varying system identifying method according to the fast H( filtering algorithm is provided. By the fast H( filtering algorithm, a time-varying system sharply varying can be traced with an amount of calculation O(N) per unit time step. The algorithm completely agrees with a fast Kalman filtering algorithm at the extreme of the upper limit value. If the estimate of impulse response is determined, a pseudo-echo is sequentially determined from the estimate and subtracted from the real echo to cancel the echo. Thus an echo chancellor is realized.

Description

Detailed Description of the InventionCROSS REFERENCES TO RELATED APPLICATIONS[0001] This application is based upon priority International Application PCT / JP01 / 09082 filed October 16, 2001, International Publication No. WO 02 / 35727 A1 published May 2, 2002, which is based upon Japanese Application 2000-323958 filed October 24, 2000.BACKGROUND OF THE INVENTION[0002] The present invention relates to system identification methods, and more particularly, to a time-varying system identification method at a high speed in real time by using a fast algorithm for modified H( filters developed based on a new H( evaluation criterion.[0003] In general, system identification is to estimate a mathematical model (a transfer function, an impulse response, or the like) of a system input-and-output relationship according to the input-and-output data. Typical applications thereof include echo cancellers in international communications, automatic equalizers in data communications, echo cancellers in...

Claims

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Application Information

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IPC IPC(8): H03H21/00H04B3/23G05B13/02
CPCH04B3/23H03H21/0043
InventorNISHIYAMA, KIYOSHI
OwnerJAPAN SCI & TECH CORP