DocumentCode
306941
Title
Combining tracking and regularization in recursive least squares identification
Author
Gunnarsson, S.
Author_Institution
Dept. of Electr. Eng., Linkoping Univ., Sweden
Volume
3
fYear
1996
fDate
11-13 Dec 1996
Firstpage
2551
Abstract
The combination of tracking and regularization in recursive identification is studied. It is shown that regularization of the information matrix corresponds to a normalization of the covariance matrix, and that several of the proposed methods for dealing with covariance matrix blow up can be interpreted as approximate implementations of covariance matrix normalization
Keywords
covariance matrices; least squares approximations; recursive estimation; combined tracking/regularization; covariance matrix blow up; covariance matrix normalization; information matrix; recursive least squares identification; Covariance matrix; Equations; Least squares approximation; Least squares methods; Parameter estimation; Resonance light scattering; State estimation; Symmetric matrices; Time measurement; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location
Kobe
ISSN
0191-2216
Print_ISBN
0-7803-3590-2
Type
conf
DOI
10.1109/CDC.1996.573481
Filename
573481
Link To Document