Recursive identification of time-varying systems: self-tuning and matrix RLS algorithms

DOI10.1016/J.SYSCONLE.2014.01.004MaRDI QIDQ2454068zbMATH OpenOpenAlexFDO

Authors Jian-Shu Li, Y. Zheng, Zhiping Lin

Publication date 12 June 2014

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2014.01.004

zbMATH Keywords

time-varying systemrecursive identificationself-tuningrecursive least squares (RLS) algorithmmatrix forgetting factor RLS algorithm

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) 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?)
• Adaptation and tracking in system identification - a survey
• Convergence of normalized iterative identification of Hammerstein systems
• Gradient-based variable forgetting factor RLS algorithm in time-varying environments
• Identification of errors-in-variables systems with ARMA observation noises
• Matrix forgetting factor
• Matrix forgetting factor with adaptation
• New Improved Recursive Least-Squares Adaptive-Filtering Algorithms
• Performance analysis of stochastic gradient algorithms under weak conditions
• Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data
• Recursive least-squares and accelerated convergence in stochastic approximation schemes
• Self-tuning control based on multi-innovation stochastic gradient parameter estimation

Cited in

(15)

• Discrete-time adaptive controller based on non-switch reaching condition and compact system dynamic estimator
• Multi-step-length gradient iterative algorithm for equation-error type models
• Multi-step-length gradient iterative method for separable nonlinear least squares problems.
• Recursive parameter estimation algorithm for multivariate output-error systems
• Tracking optimization in nonparametric identification of time-varying nonlinear systems
• Discontinuous gradient algorithm for finite-time estimation of time-varying parameters
• Global convergence of the EM algorithm for ARX models with uncertain communication channels
• A new information-weighted recursive algorithm for time-varying systems: application to UAV system identification
• Adaptive state estimation of state-affine systems with unknown time-varying parameters
• Iterative parameter identification algorithms for the generalized time‐varying system with a measurable disturbance vector
• Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems
• Robust adaptive parameter estimator design for a multi-sinusoidal signal with fixed-time stability and guaranteed prescribed performance boundary of estimation error
• Modified Kalman filtering based multi-step-length gradient iterative algorithm for ARX models with random missing outputs
• Some stochastic gradient algorithms for Hammerstein systems with piecewise linearity
• Recursive least squares and multi-innovation stochastic gradient parameter estimation methods for signal modeling

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