Combined algorithm for time-varying systems based on the robust min-max and the damped least squares estimation

Author

Xue, Yuncan ; Yang, Qiwen ; Qian, Jixin

Author_Institution

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

Volume

2

fYear

2003

fDate

2-6 Nov. 2003

Firstpage

1152

Abstract

A combined algorithm based on the robust min-max estimation algorithm and the damped least squares (DLS) algorithm is presented in this paper. The selection criteria of the switching threshold between the min-max estimation algorithm and the DLS algorithm are given by using robust min-max 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

least squares approximations; minimax techniques; parameter estimation; time-varying systems; damped least squares estimation; robust minmax estimation; switching threshold; system identification; time-varying systems; tracking problem; Educational institutions; Estimation error; Fuzzy logic; Genetic algorithms; Least squares approximation; Noise robustness; Parameter estimation; Resonance light scattering; System identification; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Industrial Electronics Society, 2003. IECON '03. The 29th Annual Conference of the IEEE

Print_ISBN

0-7803-7906-3

Type

conf

DOI

10.1109/IECON.2003.1280214

Filename

1280214