System identification method and program, storage medium, and system identification device
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United States of America Patent
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Feb 19, 2013
Grant Date -
Feb 4, 2010
app pub date -
Apr 12, 2007
filing date -
Apr 14, 2006
priority date (Note) -
Expired
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Abstract
A large-scale sound system or communication system is numerically and stably identified. When an input signal is represented by the M(≦N)-th order AR model, high-speed H∞ filtering can be performed with a computational complex 3N+O(M). A processing section determines the initial state of a recursive equation (S201), sets CUk according to an input uk (S205), determines a variable recursively (S207), updates a matrix GkN, calculates an auxiliary gain matrix KUkN (S209), divides it (S211), calculates a variable DkM and a backward prediction error ηm, k (S213), calculate a gain matrix Kk (S215), and updates a filter equation of a high-speed H∞ filter (S217). To reduce the computational complexity, Kk(:, 1)/(1+&ggr;f−2 Hk Kk (:, 1)) is directly used as the filter gain Ks, k.
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