Title :
Variable parameter recursive incremental estimation algorithm with local polynomial approximation
Author :
Xue, Yuncan ; Yang, Qiwen ; Qian, Jixin
Author_Institution :
Coll. of Comput. & Inf. Eng., Hohai Univ., Jiangsu, China
Abstract :
A new approach, variable parameter recursive incremental estimation algorithm with local polynomial approximation is presented. This algorithm is particularly suitable for tracking time-varying systems and is similar in computational complexity to the standard recursive least square algorithm. The superior performance of the algorithm is verified via simulation studies.
Keywords :
computational complexity; polynomial approximation; recursive estimation; computational complexity; local polynomial approximation; time-varying systems tracking; variable parameter recursive incremental estimation algorithm; Approximation algorithms; Educational institutions; Least squares approximation; Least squares methods; Parameter estimation; Polynomials; Recursive estimation; Resonance light scattering; Steady-state; Time varying systems;
Conference_Titel :
IECON 02 [Industrial Electronics Society, IEEE 2002 28th Annual Conference of the]
Print_ISBN :
0-7803-7474-6
DOI :
10.1109/IECON.2002.1185281