Title :
Combined algorithm for systems with abrupt but infrequent parameter changes based on robust minmax and EW-RLS estimation
Author :
Xue, Yuncan ; Yang, Qiwen ; Qian, Jixin
Author_Institution :
Coll. of Comput. & Inf. Eng., Hohai Univ., Jiangsu, China
Abstract :
A combined algorithm based on the robust minmax estimation algorithm and EW-RLS algorithm is presented in this paper. The selection criteria of the switching threshold between the minmax estimation algorithm and EW-RLS algorithm are given by using robust minmax estimation method. This combined algorithm solves the tracking problem of time-varying system with fast parameter changes, which is very difficult to the RLS algorithm. It is not sensitive to the noise. Its good performance is verified by simulation studies.
Keywords :
minimax techniques; parameter estimation; time-varying systems; EW-RLS estimation algorithm; combined algorithm; parameter estimation; recursive least square algorithm; robust minmax estimation algorithm; time varying systems; tracking problem; Educational institutions; Estimation error; Fuzzy logic; Genetic algorithms; Minimax techniques; Noise robustness; Parameter estimation; Resonance light scattering; Systems engineering and theory; Time varying systems;
Conference_Titel :
Systems, Man and Cybernetics, 2003. IEEE International Conference on
Print_ISBN :
0-7803-7952-7
DOI :
10.1109/ICSMC.2003.1243811
