Adaptation and tracking in system identification—a survey
Automatica (Journal of IFAC) - Identification and system parameter estimation
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In this paper, the tracking properties of the ALNF (adaptive lattice notch filter) for linearly and randomly varying frequencies are investigated. Expressions for the asymptotic tracking error, MSE of the frequency estimate are derived. The results show that the forgetting factor plays an important role in controlling the tracking error, MSE, and output SNR. The optimal forgetting factor, which minimizes the MSE of the frequency estimate, is also derived from the expression for the MSE. Simulations are also conducted to verify the theoretical expressions, and it is shown that the simulation results and theory are in close agreement.