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Revision as of 11:43, 30 May 2024

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Variable gain parameter estimation algorithms for fast tracking and smooth steady state
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    Variable gain parameter estimation algorithms for fast tracking and smooth steady state (English)
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    12 June 2001
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    The paper deals with discrete-time systems in the form \[ y_i=\phi_i^T\theta_i+v_i,\qquad i=1,2,\dots, \] where \(y_i\in \mathbb{R}\) is the system output, \(\phi_i \in \mathbb{R}^n\) the measurable regressor, \(\theta_i\in \mathbb{R}\) the parameter vector and \(v_i\) the noise. The parameter vector can be time varying in general. Based on the ideas of set-membership identification, the authors present in this paper variable gain least mean-squares and weighted recursive least-squares algorithms. The main result is that the proposed algorithms do not require explicit knowledge of the noise bound. The performance of the algorithms is illustrated by a simulation example.
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    parameter estimation
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    least-squares algorithm
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    LMS algorithm
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    time-varying system
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    set-membership identification
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    weighted recursive least-squares algorithms
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