A finite-data-window least squares algorithm with a forgetting factor for dynamical modeling

被引：47
作者：
Ding, Feng [1 ]
Xiao, Yongsong [1 ]
机构：
[1] So Yangtze Univ, Control Sci & Engn Res Ctr, Wuxi 214122, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2007年 / 186卷 / 01期
基金：
中国国家自然科学基金;
关键词：
recursive identification; parameter estimation; least squares algorithm; forgetting factor; finite-data window;
D O I：
10.1016/j.amc.2006.06.133
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we extend the forgetting factor least squares and finite-data-window least squares identification algorithms, develop a finite-data-window least squares algorithm with a forgetting factor for dynamical system modeling, derive its recursive version, and also give its simplified form. We illustrate the advantages of the proposed algorithm with simulation examples. (c) 2006 Elsevier Inc. All rights reserved.
引用
收藏
页码：184 / 192
页数：9
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