AN OPTIMAL ALGORITHM FOR IDENTIFICATION OF RAPIDLY TIME-VARYING SYSTEMS

被引：4
|
作者：
TSYPKIN, YZ
BONDARENKO, MV
机构：
[1] Institute of Control Sciences, USSR Academy of Sciences, Moscow
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1992年 / 37卷 / 02期
关键词：
D O I：
10.1109/9.121625
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In [1] an algorithm for identification of deterministic rapidly time-varying systems was proposed. This algorithm is based upon applying a linear combination of the least-squares method equations. The aim of this note is to show that the algorithm proposed in [1] differs from the optimal algorithm being a degenerate case of the Kalman filter equations if disturbances in the parameter update law and observation equation are absent.
引用
收藏
页码：237 / 239
页数：3
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