自适应向量遗忘因子辨识算法
Identification Algorithm with Adaptive Vector Forgetting Factor
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摘要: 基于时变遗忘因子、参数变化检测、向量遗忘因子思想,提出了一种新的自适应向量遗忘 因子辨识算法.它不仅能象Fortescue方法那样可以控制参数估计中参数变化总的信息,而 且能控制此信息如何分配到各个参数中去.还给出了该算法的收敛性证明及仿真结果.Abstract: This paper suggests a new identification algorithm with adaptive vector forgetting factor. The algorithm not only can control total information of parameter's variation as Fortescue's method, but also can control the distribution of this information into each parameter. This algorithm is based on the time-varying forgetting factor parameter variation detection and vector forgetting factors. The convergence of the algorithm is proved.
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Key words:
- time-varying system /
- vector forgetting factor /
- system identification
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