A directional forgetting algorithm based on the decomposition of the information matrix (Q5925928)
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scientific article; zbMATH DE number 1574269
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| English | A directional forgetting algorithm based on the decomposition of the information matrix |
scientific article; zbMATH DE number 1574269 |
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A directional forgetting algorithm based on the decomposition of the information matrix (English)
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5 July 2001
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This paper develops a new directional forgetting algorithm based on an (orthogonal) decomposition method of the information matrix. In the proposed approach, only a specified part of the information matrix is forgotten at each update, and the undesirable phenomenon of estimator windup does not occur because nothing is forgotten in the part of the information matrix which is orthogonal to the excited space in some sense. Compared with various modifications to the standard exponential forgetting algorithm, the new directional forgetting algorithm is simpler, being based only on two adjustable parameters that can easily be prespecified. These properties make the novel proposal an attractive one for on-line identification techniques.
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least-squares method
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parameter estimation
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directional forgetting algorithm
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decomposition method
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information matrix
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exponential forgetting
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on-line identification techniques
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0.7841036915779114
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0.7819997668266296
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