Analysis and development of modified recursive least squares algorithms for estimation of time-dependent parameters

DOI10.1007/BF02366779zbMath0888.93064OpenAlexW2054430919MaRDI QIDQ1369628

A. O. Ovezgel'dyev, V. I. Gritsyuk, E. G. Petrov

Publication date: 15 December 1997

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02366779

zbMATH Keywords

recursive least squares methodtime-dependent parametersvariable forgetting

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Cites Work

• Modified least squares algorithm incorporating exponential resetting and forgetting

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