Non-stationary parameter estimation by the least supares method with variable forgetting factor and minimal deviation norm from 'attraction' points for systems under non-classical assumptions.

zbMATH Open1289.93135MaRDI QIDQ2850357

A. S. Slabospyts'kyj

Publication date: 26 September 2013

Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

least squares methodregression modelpseudoinverse operatorrecurrent algorithmvariable forgetting factorattraction pointsnon-stationary parameter estimate

Mathematics Subject Classification ID

System identification (93B30) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (2)

Splitted recurrent parameter estimation algorithm of nonlinear discrete dynamic systems under non-classical assumptions by the least squares method with the minimum deviation from `attraction' points ⋮ Non-stationary parameter estimation of continuous systems by the least squares method with variable forgetting factor

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