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Exponentially weighted least squares identification of time-varying systems with white disturbances

✍ Scribed by Campi, M.C.


Book ID
119789936
Publisher
IEEE
Year
1994
Tongue
English
Weight
765 KB
Volume
42
Category
Article
ISSN
1053-587X

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Identification of linear time-varying sy
✍ Rogelio Lozano; Dimitrios Dimogianopoulos; Robert Mahony πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 169 KB

In this paper a modi"ed version of the standard least-squares algorithm is presented. The aim is to use the proposed modi"ed LS algorithm in linear time-varying systems. The proposed modi"cation involves the addition of extra terms to both the parameter estimates' and the covariance's update laws. W