Recursive forgetting algorithms

DOI10.1080/00207179208934228zbMath0742.93044OpenAlexW2016867101MaRDI QIDQ3988664

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Publication date: 28 June 1992

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179208934228

zbMATH Keywords

algorithmsimulation exampleforgetting schemes

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Least squares and related methods for stochastic control systems (93E24)

Related Items (14)

Regularized adaptive Kalman filter for non-persistently excited systems ⋮ The block regularised parameter estimator and its parallelisation ⋮ Dynamic portfolio optimization across hidden market regimes ⋮ Exponential convergence of recursive least squares with forgetting factor for multiple-output systems ⋮ Recursive information forgetting with augmented UD identification ⋮ Analysis of the Kalman filter based estimation algorithm: An orthogonal decomposition approach. ⋮ Generalized forgetting functions for on-line least-squares identification of time-varying systems ⋮ Recentness biased learning for time series forecasting ⋮ A directional forgetting algorithm based on the decomposition of the information matrix ⋮ Dynamic portfolio optimization across hidden market regimes ⋮ Continuous-time least-squares forgetting algorithms for indirect adaptive control ⋮ Tracking time-varying parameters with local regression ⋮ Unnamed Item ⋮ On a general concept of forgetting

Cites Work

• Dynamic system identification. Experiment design and data analysis
• Stochastic processes and filtering theory
• Modified least squares algorithm incorporating exponential resetting and forgetting
• Adaptive systems and time varying plants
• Unnamed Item

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