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Combining Tracking and Regularization in Recursive Least Squares Identification
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1996 (English)Report (Other academic)
Abstract [en]

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
Keyword [sv]
Maskinelement Servomekanismer Automation, Cybernetik Informationsteori
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55311ISRN: LiTH-ISY-R-1871OAI: diva2:316071
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2014-09-18Bibliographically approved

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Gunnarsson, Svante
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Automatic ControlThe Institute of Technology
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