Recursive estimation of nonstationary parameters of linear dynamical systems by the least squares method with variable forgetting factor under nonclassical assumptions (Q2737334)

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scientific article; zbMATH DE number 1645289
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English
Recursive estimation of nonstationary parameters of linear dynamical systems by the least squares method with variable forgetting factor under nonclassical assumptions
scientific article; zbMATH DE number 1645289

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    11 September 2001
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    parameter estimation
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    least squares method
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    variable forgetting factor
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    weighted residual sum of squares
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    recursive algorithm
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    pseudoinverse operator
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    identification
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    time-varying systems
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    discrete dynamical systems
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    Recursive estimation of nonstationary parameters of linear dynamical systems by the least squares method with variable forgetting factor under nonclassical assumptions (English)
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