A finite-data-window least squares algorithm with a forgetting factor for dynamical modeling

DOI10.1016/j.amc.2006.06.133zbMath1113.93108OpenAlexW2079844545MaRDI QIDQ878929

Feng Ding, Yongsong Xiao

Publication date: 26 April 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.06.133

zbMATH Keywords

recursive identificationparameter estimationforgetting factorleast squares algorithmfinite-data window

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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