Title
Brief Identification of linear time-varying systems using a modified least-squares algorithm
Abstract
In this paper a modified version of the standard least-squares algorithm is presented. The aim is to use the proposed modified LS algorithm in linear time-varying systems. The proposed modification involves the addition of extra terms to both the parameter estimates’ and the covariance's update laws. We establish a series of properties on the identification error, the parameter estimates and the covariance matrix. These properties are important in an adaptive control context, because LS algorithms provide an easy way of modifying the parameter estimates in order to avoid singular points in the control scheme.
Year
DOI
Venue
2000
10.1016/S0005-1098(00)00010-8
Automatica (Journal of IFAC)
Keywords
Field
DocType
adaptive control context,parameter estimate,control scheme,Brief Identification,modified least-squares algorithm,extra term,covariance matrix,proposed modification,standard least-squares algorithm,LS algorithm,identification error,linear time-varying system,modified version
Least squares,Mathematical optimization,Control theory,Least mean square algorithm,Covariance matrix,Adaptive control,Time complexity,Mathematics,Covariance
Journal
Volume
Issue
ISSN
36
7
0005-1098
Citations 
PageRank 
References 
3
0.68
1
Authors
3
Name
Order
Citations
PageRank
Rogelio Lozano1914166.62
dimitrios dimogianopoulos2101.67
Robert Mahony3235.69