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Identification of linear time-varying systems using a modified least-squares algorithm

✍ Scribed by Rogelio Lozano; Dimitrios Dimogianopoulos; Robert Mahony

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

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✦ Synopsis

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. We establish a series of properties on the identi"cation error, the parameter estimates and the covariance matrix. These properties are important in an adaptive control context, because LS algorithms provide an easy way of modifying the parameter estimates in order to avoid singular points in the control scheme.

πŸ“œ SIMILAR VOLUMES

Identification of time-varying linear sy
Identification of time-varying linear systems using orthogonal functions
✍ S.G. Mouroutsos; P.N. Paraskevopoulos πŸ“‚ Article πŸ“… 1985 πŸ› Elsevier Science 🌐 English βš– 540 KB

This paper considers the problem of identifying the parameters and initial conditions of systems described by linear dtjierential equations with time-varying coefficients. A new approach is proposed which is based on the idea of using orthogonal functions to represent the input-output data, as well