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Abstrakty
Estimation of a parametric, discrete-time model for a SISO dynamic plant, derived for minimisation of a performance index determined as a sum of squared prediction errors within some time horizon is considered. A formula for a Long-Horizon Least-Squares (LHLS) off-line solution as well as a theorem for an LHLS recursive on-line scheme are derived. The LHLS scheme reveals some features of Least-Squares (LS) estimation and Instrumental-Variable (IV) estimation. An algorithm for the on-line LHLS scheme is presented and compared with LS and IV estimation schemes for a linear, second-order system. The fast convergence of the derived LHLS on-line scheme is demonstrated in the case of detecting changes in parameters of a non-stationary system.
Rocznik
Tom
Strony
559--573
Opis fizyczny
Bibliogr. 8 poz., tab., wykr.
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autor
- Institute of Industrial Automatic Control, Warsaw University of Technology, 02-525 Warsaw, ul. Narbutta 87, Poland, kjanisz@mech.pw.edu.pl
Bibliografia
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BPZ1-0014-0030