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

[41] DESIGN OF LINEAR TIME-VARYING TRACKING SYSTEMS
KACZOREK, T
BULLETIN DE L ACADEMIE POLONAISE DES SCIENCES-SERIE DES SCIENCES TECHNIQUES, 1976, 24 (04): : 295 - 299
[42] Tracking in the Presence of a Time-Varying Uncertain Gain
Vale, Julie R.
Miller, Daniel E.
2008 46TH ANNUAL ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING, VOLS 1-3, 2008, : 438 - 445
[43] MULTIVARIABLE LINEAR TIME-VARYING TRACKING SYSTEMS
PAWLOWSKI, K
ADAMOWICZ, Z
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1978, 9 (07) : 721 - 730
[44] Tracking problem under a time-varying topology
董立静
柴森春
张百海
阮盛强
Chinese Physics B, 2014, (06) : 94 - 100
[45] URV ESPRIT FOR TRACKING TIME-VARYING SIGNALS
LIU, KJR
OLEARY, DP
STEWART, GW
WU, YJJ
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1994, 42 (12) : 3441 - 3448
[46] Parameter tracking for stochastic time-varying systems
Li, Z
PROCEEDINGS OF THE 3RD WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-5, 2000, : 2248 - 2253
[47] Source Separation and Tracking for Time-Varying Systems
Coviello, Christian M.
Yoon, P. A.
Sibul, Leon H.
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 2008, 44 (03) : 1198 - 1214
[48] Tracking problem under a time-varying topology
Dong Li-Jing
Chai Sen-Chun
Zhang Bai-Hai
Sing-Kiong, Nguang
CHINESE PHYSICS B, 2014, 23 (06)
[49] FEATURE POINT TRACKING IN TIME-VARYING IMAGES
GRIFFIN, PM
MESSIMER, SL
PATTERN RECOGNITION LETTERS, 1990, 11 (12) : 843 - 848
[50] Tracking of time-varying frequency of sinusoidal signals
Bencheqroune, A
Benseddik, M
Hajjari, A
SIGNAL PROCESSING, 1999, 78 (02) : 191 - 199

← 1 2 3 4 5 →