Bounded error identification of time-varying parameters by RLS techniques
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Publication:4307446
DOI10.1109/9.284904zbMath0816.93083OpenAlexW2113057425MaRDI QIDQ4307446
Bittanti, Sergio, Marco C. Campi
Publication date: 28 September 1994
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/47e2b1a0dbb3e0a6f7ef2885a6707fc2f284f8ef
covariance matrixrecursive least squares algorithmforgetting factoridentification of time-varying parameters
Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
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Exact distribution and moments for the RLS estimate in a time-varying AR(1) process ⋮ BIAS AND COVARIANCE OF THE RECURSIVE LEAST SQUARES ESTIMATOR WITH EXPONENTIAL FORGETTING IN VECTOR AUTOREGRESSIONS ⋮ Parameter tracking with partial forgetting method ⋮ On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting ⋮ Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures ⋮ Performance of adaptive estimators in slowly varying parameter models ⋮ First inverse moment of a generalized quadratic form ⋮ A VSS identification scheme for time-varying parameters
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