Combining Tracking and Regularization in Recursive Least Squares Identification
1996 (English)Report (Other academic)
The combination of tracking and regularization in recursive identification is studied. It is shown that regularization of the information matrix corresponds to a normalization of the covariance matrix, and that several of the proposed methods for dealing with covariance matrix blow up can be interpreted as approximate implementations of covariance matrix normalization.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1996. , 2 p.
LiTH-ISY-R, ISSN 1400-3902 ; 1871
Maskinelement Servomekanismer Automation, Cybernetik Informationsteori
IdentifiersURN: urn:nbn:se:liu:diva-55311ISRN: LiTH-ISY-R-1871OAI: oai:DiVA.org:liu-55311DiVA: diva2:316071