Recursive identification of time-varying systems: self-tuning and matrix RLS algorithms
DOI10.1016/J.SYSCONLE.2014.01.004zbMATH Open1288.93088OpenAlexW2091990646MaRDI QIDQ2454068FDOQ2454068
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
time-varying systemrecursive identificationself-tuningrecursive least squares (RLS) algorithmmatrix forgetting factor RLS algorithm
Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)
Cites Work
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Cited In (14)
- Discrete-time adaptive controller based on non-switch reaching condition and compact system dynamic estimator
- Multi-step-length gradient iterative method for separable nonlinear least squares problems.
- Multi-step-length gradient iterative algorithm for equation-error type models
- 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
- 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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