Title :
Discrete adaptive observer with exponential weighting properties
Author :
Hong, Yeon-Chan ; Kim, Jong-Hwan ; Choi, Keh-Kun
Author_Institution :
Dept. of Electron. Eng., Seoul Nat. Univ., South Korea
fDate :
2/1/1989 12:00:00 AM
Abstract :
An adaptive observer based on the exponentially weighted least-squares method is studied, and a method of selecting the state variable filters is proposed. By this method, all the past measurement data are weighted exponentially both with weighting coefficient and the state variable filters. The proposed scheme guarantees fast convergence and is very stable
Keywords :
State estimation; adaptive systems; convergence; discrete systems; filtering and prediction theory; least squares approximations; state estimation; convergence; discrete adaptive observer; exponential weighting; least squares approximations; state estimation; state variable filters; Adaptive control; Adaptive filters; Convergence; Eigenvalues and eigenfunctions; Observers; Parameter estimation; Programmable control; State estimation; State feedback; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
