Recursive minimum component algorithms for parameter estimation of dynamic systems.

Minimum component analysis is an elegant and promising approach to system identification. This paper focuses on developing related recursive algorithms. Two algorithms are presented. In the first approach, rank-one modification is used to get an accurate and quickly convergent algorithm. However, its drawback is low computational efficiency. Therefore, the second algorithm is proposed to realize faster computation. The simulation results verify the effectiveness of both algorithms. [ABSTRACT FROM AUTHOR]