Modification of Recursive Least Squares Algorithm for Linear Time-Varying Systems

被引：0
|
作者：
Zhang Wanxin [1 ]
Zhu Jihong [1 ]
机构：
[1] Tsinghua Univ, Dept Comp Sci & Technol, Beijing 100084, Peoples R China
来源：
PROCEEDINGS OF THE 35TH CHINESE CONTROL CONFERENCE 2016 | 2016年
关键词：
linear time-varying systems; Recursive Least Squares algorithm; forgetting factor; correlation coefficients; IDENTIFICATION; MODELS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Modification of recursive least squares algorithm is presented for identification of linear time-varying systems. The basic idea is to divide the weighting vector into two part. One represents the main variation tendency of the time-varying parameters, while the other is a slowly varying vector. First the former is determined by a procedure based on the dependency of data, and then the remaining part is identified using recursive least squares algorithm with forgetting factor. The modified algorithm avoids the problems appeared in rapidly varying situations, with good tracking ability.
引用
收藏
页码：2151 / 2153
页数：3
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