A finite-data-window least squares algorithm with a forgetting factor for dynamical modeling
A finite-data-window least squares algorithm with a forgetting factor for dynamical modeling
复制标题
用于动态建模的具有遗忘因子的有限数据窗最小二乘算法
DOI：
10.1016/j.amc.2006.06.133
复制
发表时间：
2007-03-01
影响因子：
4
通讯作者：
Xiao, Yongsong
中科院分区：
文献类型：
--
作者：
Ding, Feng;Xiao, Yongsong
本文推广了遗忘因子最小二乘和有限数据窗最小二乘辨识算法，提出了一种用于动态系统建模的带遗忘因子的有限数据窗最小二乘辨识算法，推导了它的递推形式，并给出了它的简化形式。我们用仿真例子说明了该算法的优点。(c)2006爱思唯尔公司All rights reserved.
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.