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Recursive prediction error algorithms without a stability test

โœ Scribed by Haim Weiss; John B. Moore

Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
507 KB
Volume
16
Category
Article
ISSN
0005-1098

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โœฆ Synopsis

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 of earlier schemes with no compromise on convergence rate or computational effort. The resulting algorithms are then attractive for a wide range of applications.

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