Recursive forgetting algorithms

DOI10.1080/00207179208934228MaRDI QIDQ3988664zbMATH OpenOpenAlexFDO

Authors

Publication date 28 June 1992

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207179208934228

zbMATH Keywords

algorithmsimulation exampleforgetting schemes

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• scientific article; zbMATH DE number 65816 (Why is no real title available?)
• Adaptive systems and time varying plants
• Dynamic system identification. Experiment design and data analysis
• Modified least squares algorithm incorporating exponential resetting and forgetting
• Stochastic processes and filtering theory

Cited in

(16)

• Generalized forgetting functions for on-line least-squares identification of time-varying systems
• A directional forgetting algorithm based on the decomposition of the information matrix
• Dynamic portfolio optimization across hidden market regimes
• Regularized adaptive Kalman filter for non-persistently excited systems
• Gradient descent in the absence of global Lipschitz continuity of the gradients
• The block regularised parameter estimator and its parallelisation
• scientific article; zbMATH DE number 176948 (Why is no real title available?)
• On a general concept of forgetting
• Recursive information forgetting with augmented UD identification
• Dynamic portfolio optimization across hidden market regimes
• Recentness biased learning for time series forecasting
• Continuous-time least-squares forgetting algorithms for indirect adaptive control
• scientific article; zbMATH DE number 1014741 (Why is no real title available?)
• Exponential convergence of recursive least squares with forgetting factor for multiple-output systems
• Analysis of the Kalman filter based estimation algorithm: An orthogonal decomposition approach.
• Tracking time-varying parameters with local regression

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