標題: MODIFIED RECURSIVE LEAST-SQUARES ALGORITHM FOR PARAMETER-IDENTIFICATION
作者: CHEN, YM
WU, YC
電控工程研究所
Institute of Electrical and Control Engineering
公開日期: 1-Feb-1992
摘要: A modified recursive least-squares algorithm is proposed for estimating the parameters of a linear system, including ill-conditioned situations. The proposed algorithm is obtained by minimizing the modified cost function in which the initial guess in the cost function of an ordinary recursive least-squares (RLS) algorithm is replaced by the latest estimate. Analysis of the convergence shows that the proposed algorithm has a better convergence rate than the ordinary RLS algorithm. The extension of the algorithm to the time-varying case has also been considered.
URI: http://dx.doi.org/10.1080/00207729208949199
http://hdl.handle.net/11536/3538
ISSN: 0020-7721
DOI: 10.1080/00207729208949199
期刊: INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE
Volume: 23
Issue: 2
起始頁: 187
結束頁: 205
Appears in Collections:Articles