Recursive identification algorithms

Mechanisms for adapting models, filters, decisions, regulators, and so on to changing properties of a system or a signal are of fundamental importance in many modern signal processing and control algorithms. This contribution describes a basic foundation for developing and analyzing such algorithms. Special attention is paid to the rationale behind the different algorithms, thus distinguishing between “optimal” algorithms and “ad hoc” algorithms. We also outline the basic approaches to performance analysis of adaptive algorithms.