DocumentCode
3047780
Title
A novel recursive algorithm for directional forgetting
Author
Cao, Liyu ; Schwartz, Howard M.
Author_Institution
Dept. of Syst. & Comput. Eng., Carleton Univ., Ottawa, Ont., Canada
Volume
2
fYear
1999
fDate
2-4 Jun 1999
Firstpage
1334
Abstract
An algorithm for directional forgetting is developed. This algorithm performs exponential forgetting according to the direction of data vector, thus preventing the problem known as estimator windup which is a characteristic of the standard exponential forgetting algorithm. This algorithm is able to track fast parameter changes and is similar in complexity to the standard least square algorithm. The superior performance of the algorithm is verified via theoretical and simulation studies
Keywords
covariance matrices; recursive estimation; tracking; directional forgetting; exponential forgetting; fast parameter changes; recursive algorithm; Algorithm design and analysis; Drives; Eigenvalues and eigenfunctions; Extraterrestrial measurements; Least squares methods; Parameter estimation; Performance analysis; Systems engineering and theory; Time varying systems; Windup;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1999. Proceedings of the 1999
Conference_Location
San Diego, CA
ISSN
0743-1619
Print_ISBN
0-7803-4990-3
Type
conf
DOI
10.1109/ACC.1999.783584
Filename
783584
Link To Document