An optimal algorithm for identification of rapidly time-varying systems

An optimal algorithm for identification of rapidly time-varying systems

An algorithm for identification of deterministic rapidly time-varying systems was proposed by G. Davidov et al. (Proc. IEEE, vol.75, no.8, Aug. 1987). This algorithm is based upon applying a linear combination of the least-squares method equations. It is shown that this algorithm differs from the op...

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Veröffentlicht in:IEEE transactions on automatic control 1992-02, Vol.37 (2), p.237-239
Hauptverfasser: Tsypkin, Y.Z., Bondarenko, M.V.
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Automatic control
Bonding
Computer science
control theory
systems
Control theory. Systems
Covariance matrix
Difference equations
Exact sciences and technology
Heuristic algorithms
Modelling and identification
Predictive models
Time varying systems
Vectors
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Zusammenfassung:An algorithm for identification of deterministic rapidly time-varying systems was proposed by G. Davidov et al. (Proc. IEEE, vol.75, no.8, Aug. 1987). This algorithm is based upon applying a linear combination of the least-squares method equations. It is shown that this algorithm differs from the optimal algorithm, being a degenerate case of the Kalman filter equations if disturbances in the parameter update law and observation equation are absent.< >
ISSN:0018-9286
1558-2523
DOI:10.1109/9.121625