Combined algorithm for systems with abrupt but infrequent parameter changes based on robust minmax and EW-RLS estimation

Author

Xue, Yuncan ; Yang, Qiwen ; Qian, Jixin

Author_Institution

Coll. of Comput. & Inf. Eng., Hohai Univ., Jiangsu, China

Volume

1

fYear

2003

fDate

5-8 Oct. 2003

Firstpage

177

Abstract

A combined algorithm based on the robust minmax estimation algorithm and EW-RLS algorithm is presented in this paper. The selection criteria of the switching threshold between the minmax estimation algorithm and EW-RLS algorithm are given by using robust minmax estimation method. This combined algorithm solves the tracking problem of time-varying system with fast parameter changes, which is very difficult to the RLS algorithm. It is not sensitive to the noise. Its good performance is verified by simulation studies.

Keywords

minimax techniques; parameter estimation; time-varying systems; EW-RLS estimation algorithm; combined algorithm; parameter estimation; recursive least square algorithm; robust minmax estimation algorithm; time varying systems; tracking problem; Educational institutions; Estimation error; Fuzzy logic; Genetic algorithms; Minimax techniques; Noise robustness; Parameter estimation; Resonance light scattering; Systems engineering and theory; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Systems, Man and Cybernetics, 2003. IEEE International Conference on

ISSN

1062-922X

Print_ISBN

0-7803-7952-7

Type

conf

DOI

10.1109/ICSMC.2003.1243811

Filename

1243811