Generalized forgetting function approach for on-line least squares identification of time-varying linear systems

The problem of online identification of continuous-time, time-varying systems using a least squares criterion with a forgetting function is considered. The forgetting function used depends on two time-varying parameters which play crucial roles in the stability analysis of the method. Clear relationships emerge between the normalizing factor, the forgetting rate, the norm of the information matrix and the bounds on the time variation in the parameters.