Title :
Novel RLS algorithm with internal model and its stability margin
Author_Institution :
Tokyo Metropolitan Coll. of Aeronaut. Eng., Japan
Abstract :
This paper deals with a new recursive least squares (RLS) algorithm for time-varying parameters using an internal model and a stability margin of the algorithm. This algorithm is given from a standpoint that the varying parameter changes can be approximated as a polynomial function of time with a finite degree. Thus, the proposed algorithm involves an internal model of the function in the adaptive loop so as to consider an influence of the varying parameters. A sufficient condition for assuring stability of the proposed algorithm is given by the output strictly passive and small-gain theorem. Furthermore, the stability margin of the algorithm is shown and a simulation is down to perform the validity of the new least mean squares algorithm.
Keywords :
function approximation; identification; least mean squares methods; stability; time-varying systems; FIR system; adaptive identification; least mean squares; loop transformation; polynomial function approximation; recursive least squares; small-gain theorem; stability; sufficient condition; time-varying systems; Aerodynamics; Algorithm design and analysis; Delay estimation; Finite impulse response filter; Least squares approximation; Polynomials; Resonance light scattering; Signal processing algorithms; Stability; Time varying systems;
Conference_Titel :
SICE 2002. Proceedings of the 41st SICE Annual Conference
Print_ISBN :
0-7803-7631-5
DOI :
10.1109/SICE.2002.1195363