Title :
An optimal algorithm for identification of rapidly time-varying systems
Author :
Tsypkin, Ya Z. ; Bondarenko, M.V.
Author_Institution :
Inst. of Control Sci., Acad. of Sci., Moscow, USSR
fDate :
2/1/1992 12:00:00 AM
Abstract :
An algorithm for identification of deterministic rapidly time-varying systems was proposed by G. Davidov et al. (Proc. IEEE, vol.75, no.8, Aug. 1987). This algorithm is based upon applying a linear combination of the least-squares method equations. It is shown that this algorithm differs from the optimal algorithm, being a degenerate case of the Kalman filter equations if disturbances in the parameter update law and observation equation are absent
Keywords :
identification; least squares approximations; time-varying systems; Kalman filter equations; identification; least-squares method equations; observation equation; optimal algorithm; parameter update law; rapidly time-varying systems; Automatic control; Bonding; Covariance matrix; Difference equations; Heuristic algorithms; Predictive models; Time varying systems; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
