DocumentCode
1059172
Title
Optimal tracking of time-varying systems with the overdetermined recursive instrumental variable algorithm
Author
Alameda-Hernández, E. ; Blanco, D. ; Ruiz, D.P. ; Carrión, M.C.
Author_Institution
Sch. of Electron. & Electr. Eng., Univ. of Leeds
Volume
1
Issue
1
fYear
2007
fDate
1/1/2007 12:00:00 AM
Firstpage
291
Lastpage
297
Abstract
The stability and the performance of the overdetermined recursive instrumental variable (ORIV) algorithm when tracking non-stationary systems have been studied. In particular, the effect on the system estimation via ORIV of the measurement noise and the non-stationarity of the system has been studied. The optimum value of the forgetting factor, giving the minimum mean square error, is then derived. No independence assumptions are used. Furthermore, a new orthogonality condition is obtained that extracts all the important features of ORIV. Finally, simulations corroborate the analysis.
Keywords
least mean squares methods; stability; time-varying systems; tracking; ORIV; forgetting factor; measurement noise; minimum mean square error; nonstationary system tracking; optimal tracking; orthogonality condition; overdetermined recursive instrumental variable algorithm; system estimation; time-varying systems;
fLanguage
English
Journal_Title
Control Theory & Applications, IET
Publisher
iet
ISSN
1751-8644
Type
jour
DOI
10.1049/iet-cta:20060260
Filename
4079583
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