@TechReport{	  it:2000-027,
  author	= {Emad Abd-Elrady},
  title		= {Convergence of the {RPEM} as Applied to Harmonic Signal
		  Modeling},
  institution	= {Department of Information Technology, Uppsala University},
  department	= {Division of Systems and Control},
  year		= {2000},
  number	= {2000-027},
  month		= oct,
  abstract	= {Arbitrary periodic signals can be estimated recursively by
		  exploiting the fact that a sine wave passing through a
		  static nonlinear function generates a spectrum of
		  overtones. The estimated signal model is hence
		  parameterized as a real wave with unknown period in cascade
		  with a piecewise linear function. The driving periodic wave
		  can be chosen depending on any prior knowledge. The
		  performance of a recursive Gauss-Newton prediction error
		  identification algorithm for joint estimation of the
		  driving frequency and the parameters of the nonlinear
		  output function is therefore studied. A theoretical
		  analysis of local convergence to the true parameter vector
		  as well as numerical examples are given. Furthermore, the
		  Cramer-Rao bound (CRB) is calculated in this report. }
}