Title :
A general algorithm for identification of rapidly time-varying systems
Author :
Davidov, G. ; Shpitalni, M. ; Shavit, A. ; Koren, Y.
Author_Institution :
Elbit Computers, Ltd., Haifa, Israel
Abstract :
A general algorithm for identification of deterministic rapidly time-varying parameters is introduced. The new algorithm is based upon applying a linear combination of the equations determined by the ordinary least-squares method. With this algorithm there is no need to modify the covariance matrix or to use forgetting factors in order to accurately follow the time-varying parameters.
Keywords :
Convergence; Covariance matrix; Delay effects; Equations; Predictive models; Time varying systems;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1987.13858
