Generalized forgetting functions for on-line least-squares identification of time-varying systems (Q2731546)
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scientific article; zbMATH DE number 1626083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized forgetting functions for on-line least-squares identification of time-varying systems |
scientific article; zbMATH DE number 1626083 |
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Generalized forgetting functions for on-line least-squares identification of time-varying systems (English)
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5 May 2002
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on-line identification
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time-varying systems
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least-squares criterion
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forgetting function
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Lyapunov function
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approximate parameter tracking
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small prediction error
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The problem of on-line identification of a parametric model for continuous-time, time-varying systems is considered via the minimization of a least-squares criterion with a forgetting function. A Lyapunov function is introduced for the identification algorithm. It incorporates both prediction error and parameter convergence measures. A result proving the finite time convergence of the Lyapunov function to a neighbourhood of zero is given. This ensures both approximate parameter tracking as well as guaranteeing a small prediction error.
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