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Estimating the degree of time variance in a parametric model

✍ Scribed by Matias Waller; Henrik Saxén

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
162 KB
Volume
36
Category
Article
ISSN
0005-1098

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✦ Synopsis

A method capable of directional considerations in tracking parameters which exhibit di!erent time-variant characteristics is suggested. The method, which can be considered an ad hoc modi"cation of the recursive Kalman "lter, is suited to estimate the parameters in a parametric model and, unlike the Kalman "lter, does not require any prior knowledge of the variations. The e$ciency of the proposed method is illustrated through simulated examples as well as by an application to a full-scale industrial problem.

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