Title :
Optimal bounding error algorithms with adaptive tracking capability
Author :
Nayeri, M. ; Deller, J.R. ; Liu, M.S.
Author_Institution :
Dept. of Electr. Eng., Michigan State Univ., East Lansing, MI, USA
Abstract :
A class of set membership (SM)-based techniques which are of particular interest in applications requiring real-time identification is considered. The optimal bounding ellipsoid (OBE) algorithms are interpreted as a blending of the classical least square error minimization approach with knowledge of bounds on model errors arising from SM considerations. Various adaptive strategies are discussed. It is shown that the adaptive OBE algorithms are more effective in tracking time-varying systems than least squares techniques
Keywords :
adaptive filters; least squares approximations; parameter estimation; signal processing; time-varying systems; tracking; adaptive tracking capability; least square error minimization approach; optimal bounding ellipsoid; optimal bounding error algorithms; real-time identification; set membership-based techniques; time-varying systems; Covariance matrix; Ellipsoids; Equations; Estimation error; Gold; Least squares approximation; Least squares methods; Minimization methods; Samarium; Time varying systems;
Conference_Titel :
Signals, Systems and Computers, 1992. 1992 Conference Record of The Twenty-Sixth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-3160-0
DOI :
10.1109/ACSSC.1992.269265
