| 一种时变参数多项式扩展递推最小二乘法PRLS |
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| 引用本文： | 赵正义,宋文忠.一种时变参数多项式扩展递推最小二乘法PRLS[J].控制与决策,1992,7(3):194-198. |
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| 作者姓名： | 赵正义 宋文忠 |
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| 作者单位： | 东南大学自动化研究所 南京210018 |
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| 摘 要： |
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| 关 键 词： | 系统辨识 辨识算法 最小二乘法 |
A Recursive Least Square Identification Method with Time-Varying Parameter Polynomial Expansion |
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| Zhao Zhengyi Song Wenzhong.A Recursive Least Square Identification Method with Time-Varying Parameter Polynomial Expansion[J].Control and Decision,1992,7(3):194-198. |
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| Authors: | Zhao Zhengyi Song Wenzhong |
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| Affiliation: | Southeast University |
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| Abstract: | A new method-PRLS-for the identification of linear timevarying system models with equation noises is presented and a way to prevent the infinite increase of the observed time variable, t, is found. So, this method can track and identify fast time-varying parameters for any long time. The effect is better than both RLS with constant forgetting factor and RLS with variable forgetting factor obviously. |
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