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Variable forgetting factors in parameter estimation

✍ Scribed by Martin B. Zarrop

Publisher: Elsevier Science
Year: 1983
Tongue: English
Weight: 295 KB
Volume: 19
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(83)90106-1

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✦ Synopsis

This paper is concerned with the influence of forgetting factors on the consistency of prediction error methods of identification. Based on Ljung's analysis of the off-line case, it is shown that the use of forgetting factors can give rise to identifiability problems, unless the behaviour of these factors over time satisfied certain conditions. The main theorem covers the cases when the factors are deterministic functions of time or calculated via an adaptive mechanism.

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