AN ALGORITHM FOR RLS IDENTIFICATION OF PARAMETERS THAT VARY QUICKLY WITH TIME

被引：28

作者：

BOBROW, JE ^{[1
]}

MURRAY, W ^{[1
]}

机构：

[1] STANFORD UNIV,DEPT OPERAT RES,SYST OPTIMIZAT LAB,STANFORD,CA 94305

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1993年 / 38卷 / 02期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1109/9.250491

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

An alternative to the standard recursive least-squares algorithm for fixed-order systems with exponential data weighting is presented. The approach uses Givens orthogonal transformations to update the Cholesky factor of the information matrix without ever needing to form it. The resulting algorithm gives a higher precision solution and is less sensitive to ill-conditioning when compared to other reported approaches. It is demonstrated by an example that ill-conditioned problems with parameters that vary quickly can be modified to stabilize erratic parameter fluctuations.

引用

页码：351 / 354

页数：4