Title :
The generalized projection algorithm for time-varying systems
Author_Institution :
Key Lab. of Adv. Process Control for Light Ind. (Minist. of Educ.), Jiangnan Univ., Wuxi, China
Abstract :
In this paper, the projection identification algorithm is extended and the generalized projection algorithm is presented. The analysis indicates that the generalized projection algorithm can track the time-varying parameters and has the same properties as the forgetting factor least squares algorithms but has less computational effort. The way of choosing the data window length is stated so as to obtain the minimum upper bound of the parameter estimation errors.
Keywords :
least squares approximations; parameter estimation; time-varying systems; computational effort; forgetting factor least squares algorithms; generalized projection algorithm; minimum upper bound; parameter estimation errors; projection identification algorithm; time-varying systems; Algorithm design and analysis; Information science; Parameter estimation; Projection algorithms; Signal processing algorithms; Time-varying systems; Vectors; Parameter estimation; convergence analysis; projection identification algorithm; time-varying system;
Conference_Titel :
Control Conference (CCC), 2013 32nd Chinese
Conference_Location :
Xi´an