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A Tutorial On Multiple Model Least-Squares and Augmented UD Identification
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Alberta, Canada.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Alberta, Canada.
1995 (English)Report (Other academic)
Abstract [en]

The augmented UD identification (AUDI) is a family of new identification algorithms that are based on some well-known matrix decomposition and updating techniques. Compared with conventional least-squares methods, the AUDI methods are conceptually more concise, computationally more efficient, numerically more robust and application-wise more complete. As a result, AUDI is recommended as a complete replacements for conventional recursive least-squares in all parameter estimation and system identification applications. This tutorial paper presents an overview of the AUDI concept, implementation and applications. The multiple model least-squares (MMLS) method, which is a fundamental reformulation and an efficient implementation of the basic least-squares method, is discussed first. Some application examples of the MMLS/AUDI are presented to demonstrate the versatility and reliability of this type of algorithms.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1995. , 64 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 1710
Keyword [en]
Parameter estimation, System identification, Least-squares, UD factorization, Multiple model least-squares (MMLS), Augmented UD identification (AUDI)
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55193ISRN: LiTH-ISY-R-1710OAI: oai:DiVA.org:liu-55193DiVA: diva2:315781
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2014-10-06Bibliographically approved

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Ljung, Lennart

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • de-DE
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  • Other locale
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Output format
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