Autors: Guliashki, V. G., Marinova, G. I.
Title: Adaptive IIR Filtering for System Identification applying the method by Nelder and Mead
Keywords: System Identification, Adaptive Filtering, Convex Optimization

Abstract: In this paper, a simple IIR filter is used in system identification. Uniform white sequence is used as an input signal for the unknown system. A noise white sequence signal, which is not correlated with the input signal, is added to the system output. An illustrative example is solved, and the optimization is performed using the simplex method by Nelder and Mead. A comparison is done to results by a genetic algorithm and a simulated annealing algorithm. It is demonstrated, that a gradient based algorithm gets stuck in a local minimum. The obtained result confirms the efficiency and efficacy of this approach.

References

    Issue

    28th International Conference on Systems, Signals and Image Processing, IWSSIP’2021, vol. Communications in Computer and Information Science book series (CCIS), issue 1527, pp. 71-81, 2021, Slovakia, Springer, ISBN print ISBN: 978-3-030-96878-9, e-book ISBN: 978-3-030-96878-6

    Вид: публикация в международен форум, публикация в издание с импакт фактор, публикация в реферирано издание, индексирана в Google Scholar