Title :
Analysis of a constrained forgetting factor recursive least squares algorithm in system identification
Author_Institution :
CESAME, Louvain-la-Neuve, Belgium
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;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.574645
