• DocumentCode
    2897403
  • Title

    Analysis of a constrained forgetting factor recursive least squares algorithm in system identification

  • Author

    Carrette, P.

  • Author_Institution
    CESAME, Louvain-la-Neuve, Belgium
  • Volume
    1
  • fYear
    1996
  • fDate
    11-13 Dec 1996
  • Firstpage
    1079
  • Abstract
    In this paper, we deal with deterministic dominance of stochastic equations. The obtained results lead to the evaluation of tight upper-bounds upon the parameter tracking error of the forgetting factor recursive least squares (RLS) algorithm applied to the identification of time-varying systems
  • Keywords
    identification; least squares approximations; time-varying systems; RLS algorithm; constrained forgetting factor recursive least squares algorithm; deterministic dominance; parameter tracking error; stochastic equations; system identification; tight upper-bounds; time-varying systems; Algorithm design and analysis; Equations; Least squares approximation; Least squares methods; Parameter estimation; Recursive estimation; Resonance light scattering; Stochastic processes; System identification; Time varying systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
  • Conference_Location
    Kobe
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-3590-2
  • Type

    conf

  • DOI
    10.1109/CDC.1996.574645
  • Filename
    574645
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2897403