Bounded error identification of time-varying parameters by RLS techniques
DOI10.1109/9.284904zbMATH Open0816.93083OpenAlexW2113057425MaRDI QIDQ4307446FDOQ4307446
Authors: Sergio Bittanti, M. C. Campi 
Publication date: 28 September 1994
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/47e2b1a0dbb3e0a6f7ef2885a6707fc2f284f8ef
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covariance matrixforgetting factorrecursive least squares algorithmidentification of time-varying parameters
Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)
Cited In (13)
- Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures
- BIAS AND COVARIANCE OF THE RECURSIVE LEAST SQUARES ESTIMATOR WITH EXPONENTIAL FORGETTING IN VECTOR AUTOREGRESSIONS
- Asymptotically convergent modified recursive least-squares with data-dependent updating and forgetting factor for systems with bounded noise
- On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting
- Title not available (Why is that?)
- A VSS identification scheme for time-varying parameters
- Performance of adaptive estimators in slowly varying parameter models
- An upper bound for the recursive least squares estimation error
- First inverse moment of a generalized quadratic form
- Exact distribution and moments for the RLS estimate in a time-varying AR(1) process
- Parameter tracking with partial forgetting method
- Convergence of the forgetting factor algorithm for identifying time-varying stochastic systems
- A recursive technique for tracking the feasible parameter set in bounded error estimation
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