A recursive prediction error method
โ Scribed by ClemensJ.M. Kool
- Book ID
- 116105170
- Publisher
- Elsevier Science
- Year
- 1982
- Weight
- 612 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0167-2231
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper, recursive prediction error identification schemes are studied which incorporate Kalman gain calculations to ensure exponential stability of the predictor and related recursions. Thus there is an alternative to the trial and error projection techniques and stability test calculations o
This paper presents a variant of the Recursive Gauss-Newton algorithm for identification of the model To derive the algorithm the formulae for the predictor and its derivatives have been transformed and then applied to build up more exact schema for the evaluation of the gradient and the Hessian. T
A general recursive identification algorithm is found to have the same convergence properties as a family of off-line prediction error methods.