Recursive regularizated identification algorithm for linear objects

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| 2001年 / Naukova dumka卷
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Recursive regularization;
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摘要：
Recursive form of regularized algorithm with matrix regularization factor is proposed. Convergence properties of the algorithm is studied and simulation results are presented. Introduction of some parameter leads to obtaining the estimates with less mean-square error in comparison with estimates by the method of the least squares method in the presence of strong correlation of the input variables.
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