Tracking time-varying parameters with local regression

被引：21

作者：

Joensen, A ^{[1
]}

Madsen, H ^{[1
]}

Nielsen, HA ^{[1
]}

Nielsen, TS ^{[1
]}

机构：

[1] Tech Univ Denmark, Dept Math Modelling, DK-2800 Lyngby, Denmark

来源：

AUTOMATICA | 2000年 / 36卷 / 08期

关键词：

recursive estimation; varying-coefficient; conditional parametric; polynomial approximation; weighting functions;

D O I：

10.1016/S0005-1098(00)00029-7

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper shows that the recursive least-squares (RLS) algorithm with forgetting factor is a special case of a varying-coefficient model, and a model which can easily be estimated via simple local regression. This observation allows us to formulate a new method which retains the RLS algorithm, but extends the algorithm by including polynomial approximations. Simulation results are provided, which indicates that this new method is superior to the classical RLS method, if the parameter variations are smooth. (C) 2000 Elsevier Science Ltd. All rights reserved.

引用

页码：1199 / 1204

页数：6

共 50 条

[1] Approximation of time-varying functions with local regression models
Lewandowski, A
Protzel, P
ARTIFICIAL NEURAL NETWORKS-ICANN 2001, PROCEEDINGS, 2001, 2130 : 237 - 243
[2] The Estimation Method of Time-varying Parameters of Regression Models
Korkhin, A. S.
JOURNAL OF AUTOMATION AND INFORMATION SCIENCES, 2012, 44 (11) : 10 - 28
[3] BOUNDED-ERROR TRACKING OF TIME-VARYING PARAMETERS
PIETLAHANIER, H
WALTER, E
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1994, 39 (08) : 1661 - 1664
[4] Trajectory Tracking of the Robot Manipulator with Time-Varying Parameters
Cao, Yuxuan
Liu, Boyun
Fang, Yuan
Pu, Jinyun
INTERNATIONAL CONFERENCE ON ALGORITHMS, HIGH PERFORMANCE COMPUTING, AND ARTIFICIAL INTELLIGENCE (AHPCAI 2021), 2021, 12156
[5] TRACKING OF TIME-VARYING PARAMETERS IN DELTA-MODELS
KULHAVY, R
KLIOKYS, E
PROBLEMS OF CONTROL AND INFORMATION THEORY-PROBLEMY UPRAVLENIYA I TEORII INFORMATSII, 1989, 18 (02): : 107 - 123
[6] RECURSIVE COMPUTATIONS FOR OPTIMAL TRACKING OF TIME-VARYING PARAMETERS
HILBORN, CG
LAINIOTIS, DG
IEEE TRANSACTIONS ON INFORMATION THEORY, 1968, 14 (03) : 514 - +
[7] Bounded-error tracking of time-varying parameters
Piet-Lahanier, H., 1661, IEEE, Piscataway (39):
[8] Semiparametric model building for regression models with time-varying parameters
Zhang, Ting
JOURNAL OF ECONOMETRICS, 2015, 187 (01) : 189 - 200
[9] Adaptive Tracking Control of Nonlinear Time-Varying Systems with Unknown Control Coefficients and Unknown Time-Varying Parameters
Zhou, Jing
2019 IEEE 58TH CONFERENCE ON DECISION AND CONTROL (CDC), 2019, : 1025 - 1030
[10] RECURSIVE ESTIMATION OF TIME-VARYING PARAMETERS OF A LINEAR-REGRESSION MODEL
INDJEHAGOPIAN, JP
RAIRO-RECHERCHE OPERATIONNELLE-OPERATIONS RESEARCH, 1981, 15 (01): : 39 - 49

← 1 2 3 4 5 →