Moving identification via weighted least-squares estimation
作者:
WEN-TENG WU,
Y. T. CHU,
KUO-CHIEH CHEN,
期刊:
International Journal of Systems Science
(Taylor Available online 1987)
卷期:
Volume 18,
issue 3
页码: 477-486
ISSN:0020-7721
年代: 1987
DOI:10.1080/00207728708963981
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Moving identification using weighted least-squares estimation is developed. Two weighting factors are used: one for discarding old data, the other for adding new data, and these two weighting factors are chosen to ensure that the estimated parameters are convergent. The sufficient conditions for the convergent property are also presented. The proposed method is suitable for time-varying systems.
点击下载:
PDF (276KB)
返 回