A directional forgetting algorithm based on the decomposition of the information matrix

DOI10.1016/S0005-1098(00)00093-5zbMath0973.93062MaRDI QIDQ5925928

Cao, Liyu, Howard M. Schwartz

Publication date: 5 July 2001

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

decomposition methoddirectional forgetting algorithmexponential forgettinginformation matrixleast-squares methodon-line identification techniquesparameter estimation

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

Related Items (5)

Regularized adaptive Kalman filter for non-persistently excited systems ⋮ Analysis of the Kalman filter based estimation algorithm: An orthogonal decomposition approach. ⋮ Parameter tracking with partial forgetting method ⋮ A directional forgetting algorithm based on the decomposition of the information matrix ⋮ Continuous-time least-squares forgetting algorithms for indirect adaptive control

Cites Work

• Exponential convergence of recursive last squares with exponential forgetting factor
• Convergence and exponential convergence of identification algorithms with directional forgetting factor
• Restricted exponential forgetting in real-time identification
• Problems of identification and control
• Stabilized least-squares type adaptive identifiers
• Matrix Analysis
• Modified least squares algorithm incorporating exponential resetting and forgetting
• Recursive forgetting algorithms
• A Second-Order Rosenbrock Method Applied to Photochemical Dispersion Problems
• A directional forgetting algorithm based on the decomposition of the information matrix

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