TABLE OF CONTENTS

CHAPTER 1 – INTRODUCTION ..................................................................................... 1

1.1 Estimation ..........................................................................................1

1.2 Tracking ..........................................................................................2

1.3 Feedback Control Systems....................................................................................5

1.4 Spectrum Estimation ..........................................................................................7

1.5 The Need for New Developments.........................................................................8

1.6 Overview of the Thesis .......................................................................................10

CHAPTER 2 – STATE-SPACE LEAST MEAN SQUARE............................................ 13

2.1 State-Space Model ........................................................................................14

2.2 State Estimator ........................................................................................15

2.3 Observer Gain ........................................................................................16

2.4 Steady-State Solution ........................................................................................18

2.5 Initialization ........................................................................................19

2.6 Analogy with the Standard LMS ........................................................................20

2.7 Example (Sinusoid Tracking) .............................................................................21

CHAPTER 3 – STATE-SPACE LEAST MEAN SQUARE WITH ADAPTIVE

MEMORY.............................................................................................. 25

3.1 Memory Length ........................................................................................26

3.2 Adaptation of Step-Size Parameter.....................................................................26

3.3 Initialization ........................................................................................28

3.4 Example (Tracking Van der Pol Oscillations) ....................................................29

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 3.5 Computational Complexity.................................................................................33

CHAPTER 4 – FINITE IMPULSE RESPONSE ADAPTIVE FILTER .......................... 38

4.1 Batch Processed Solution....................................................................................39

4.2 Recursive Solution ........................................................................................41

4.3 Alternate Forms of Estimator..............................................................................45

4.4 Transfer Function Representation.......................................................................48

4.5 Stability ........................................................................................49

4.6 Initialization ........................................................................................49

4.7 Equivalence of FIR Adaptive Filter and State-Space RLS.................................50

4.8 Convergence Analysis ........................................................................................51

4.9 Example (Tracking Van der Pol Oscillations) ....................................................56

4.10 Adaptive Memory Variant of FIR Adaptive Filter .............................................58

CHAPTER 5 – RECEDING HORIZON STATE OBSERVER FOR LINEAR TIME-

VARYING SYSTEMS .......................................................................... 62

5.1 Problem Statement ........................................................................................63

5.2 Batch Processed Least Squares State Estimate...................................................64

5.3 Recursive Solution ........................................................................................66

5.4 Time Invariant Form ........................................................................................69

5.5 Stability ........................................................................................69

5.6 Initialization ........................................................................................69

5.7 Convergence Analysis ........................................................................................69

5.8 Example (Gyro Motion Control) ........................................................................72

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CHAPTER 6 – NON-PARAMETRIC RECURSIVE LEAST SQUARES SPECTRUM

ESTIMATION ....................................................................................... 77

6.1 RRLS Resonator ........................................................................................78

6.2 Equivalence of RRLS Resonator and DFT.........................................................83

6.3 Truncated Exponential RLS................................................................................84

6.4 SSLMS and SSRLS Based Resonators...............................................................92

6.5 Higher Order Resonator (HOR)..........................................................................94

6.6 Example (Spectrum Estimation of Non-Orthogonal Tone) ................................98

CHAPTER 7 – CONCLUSIONS AND FUTURE SUGGESTIONS............................. 101

7.1 Conclusions ......................................................................................101

7.2 Future Suggestions ......................................................................................103

REFERENCES .............................................................................................................. 105

APPENDIX A – PhD-5 Form (DOCTORAL DEFENCE)…………………………….110

APPENDIX B – PhD-4 Form (DOCTORAL THESIS WORK)……………………….111