Combining Tracking and Regularization in Recursive Least Squares Identification
1996 (English)In: Proceedings of the 35th IEEE Conference on Decision and Control, 1996, 2551-2552 vol.3 p.Conference paper (Refereed)
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
1996. 2551-2552 vol.3 p.
Recursive Identification, Tracking, Regularization
IdentifiersURN: urn:nbn:se:liu:diva-93777DOI: 10.1109/CDC.1996.573481ISBN: 0-7803-3590-2OAI: oai:DiVA.org:liu-93777DiVA: diva2:628851
35th IEEE Conference on Decision and Control, Kobe, Japan, December, 1996