Combining tracking and regularization in recursive least squares identification

被引：0
|
作者：
Gunnarsson, S
机构：
来源：
PROCEEDINGS OF THE 35TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4 | 1996年
关键词：
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：
The combination of tracking and regularization in recursive identification is studied. It is shown that regularization of the information matrix corresponds to a normalization of the covariance matrix, and that several of the proposed methods for dealing with covariance matrix blow up can be interpreted as approximate implementations of covariance matrix normalization.
引用
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页码：2551 / 2552
页数：2
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