Identification of linear time-varying systems using a modified least-squares algorithm

DOI10.1016/S0005-1098(00)00010-8MaRDI QIDQ1571084zbMATH OpenOpenAlexFDO

Authors Rogelio Lozano, D. Dimogianopoulos, Robert Mahony

Publication date 3 July 2002

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(00)00010-8

zbMATH Keywords

identificationleast-squares methodtime-varying systems

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

Review text

The paper presents a modification of the standard least-squares method aimed for use in the identification of continuous-time linear time-varying systems. The modification consists in the inclusion of extra terms in the parameter estimates and the covariance matrix update laws. A series of properties of the obtained estimates, of the covariance matrix and of the identification error are established, essential from the viewpoint of adaptive control.

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Cites work

• Adaptive control
• Adaptive control of time-varying linear systems
• Adaptive control of time‐varying plants: Simple examples
• Design issues in adaptive control
• Fast projection methods for minimal design problems in linear system theory
• scientific article; zbMATH DE number 53595 (Why is no real title available?)
• Modified least squares algorithm incorporating exponential resetting and forgetting
• Robust adaptive identification of slowly time-varying parameters with bounded disturbances

Cited in

(11)

• Identification of a class of linear time-varying continuous-time systems
• A VSS identification scheme for time-varying parameters
• Auxiliary model based recursive and iterative least squares algorithm for autoregressive output error autoregressive systems
• Identification of linear time-varying systems
• Discontinuous gradient algorithm for finite-time estimation of time-varying parameters
• scientific article; zbMATH DE number 3880562 (Why is no real title available?)
• LS-SVM approximate solution to linear time varying descriptor systems
• Robust real-time algorithms for identification of linear multivariable time-varying systems
• Identification of time-variant continuous system by a quasi-Newton method
• Recursive Identification of Continuous Time Variant Dynamical Systems with the Extended Kalman Filter and the Recursive Least Squares State-Variable Filter
• Parameter estimation for a class of time‐varying systems with the invariant matrix

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