The recursive least-squares (RLS) identiΓΏcation algorithm is often extended with exponential forgetting as a tool for parameter estimation in time-varying stochastic systems. The statistical properties of the parameter estimates obtained from such an extended RLS-algorithm depend in a non-linear way
Convergence analysis of recursive identification algorithms with forgetting factor
β Scribed by R.Lozano L.
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 207 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0005-1098
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## AbStIWt A forgetting factor algorithm was evaluated and introduced in the simultaneous multi-component assay of mixtures. Three kinds of preparation, a compound injection of antipyrine, a three-acid powder and a four-acid powder, were analysed with satisfactory results. Estimates obtained by Ka