Modified recursive least-squares algorithm for parameter identification

DOI10.1080/00207729208949199MaRDI QIDQ4005214zbMATH OpenOpenAlexFDO

Authors Yenming J. Chen, Yung-Chun Wu

Publication date 27 September 1992

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729208949199

zbMATH Keywords

recursive least-squares algorithm

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• A perspective on convergence of adaptive control algorithms
• A review of some recent results on the output least squares formulation of parameter estimation problems
• Limit results for sampled systems
• RLS parameter convergence with overparameterized models
• Recursive estimator of the solutions of linear equation sequence
• Recursive identification of overparametrized systems

Cited in

(17)

• Identification of linear time-varying systems using a modified least-squares algorithm
• A new PI optimal linear quadratic state-estimate tracker for continuous-time non-square non-minimum phase systems
• Newton-Raphson algorithm for the recursive generalized least-squares identification
• New recursive parameter estimation algorithms with varying but bounded gain matrix
• Recursive least-squares parameter estimation in SISO systems via Poisson moment functionals Part 1. Open–loop systems
• Improved least squares identification
• A modified steepest descent scheme for solving a class of parameter identification problems
• Implementation of algorithms for tuning parameters in regularized least squares problems in system identification
• A modified EW-RLS algorithm for systems with bounded disturbances
• On-line parameter estimator derived from modified matrix pseudoinverse
• A new PI-based optimal linear quadratic state-estimate tracker for discrete-time non-square non-minimum phase systems
• A new information-weighted recursive algorithm for time-varying systems: application to UAV system identification
• Novel observer/controller identification method-based minimal realisations in block observable/controllable canonical forms and compensation improvement
• An order recursive generalized least squares algorithm for system identification
• A recursive least-squares and minimum-norm algorithm for system identification without persistent excitation condition
• A Robust Off-Line Method for System Identification: Robust Iterative Least Squares Method With Modified Residuals
• A new adaptive least-squares estimation algorithm with generalized internal feedback

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