• DocumentCode
    981560
  • Title

    A general algorithm for identification of rapidly time-varying systems

  • Author

    Davidov, G. ; Shpitalni, M. ; Shavit, A. ; Koren, Y.

  • Author_Institution
    Elbit Computers, Ltd., Haifa, Israel
  • Volume
    75
  • Issue
    8
  • fYear
    1987
  • Firstpage
    1129
  • Lastpage
    1130
  • Abstract
    A general algorithm for identification of deterministic rapidly time-varying parameters is introduced. The new algorithm is based upon applying a linear combination of the equations determined by the ordinary least-squares method. With this algorithm there is no need to modify the covariance matrix or to use forgetting factors in order to accurately follow the time-varying parameters.
  • Keywords
    Convergence; Covariance matrix; Delay effects; Equations; Predictive models; Time varying systems;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1987.13858
  • Filename
    1458125
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=981560