Recursive identification of time-varying systems: self-tuning and matrix RLS algorithms
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Publication:2454068
DOI10.1016/j.sysconle.2014.01.004zbMath1288.93088OpenAlexW2091990646MaRDI QIDQ2454068
Jian-Shu Li, Yuanjin Zheng, Zhiping Lin
Publication date: 12 June 2014
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2014.01.004
recursive identificationtime-varying systemself-tuningrecursive least squares (RLS) algorithmmatrix forgetting factor RLS algorithm
Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
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