Recursive Methods for Off-Line Identification
1985 (English)In: International Journal of Control, ISSN 0020-7179, E-ISSN 1366-5820, Vol. 41, no 1, 177-191 p.Article in journal (Refereed) Published
Many recursive identification methods have been developed for on-line estimation of parameters in dynamical systems. Such methods can also be applied to data for off-line problems, usually by passing the data through the recursive identifier a few times. In this paper such an approach is discussed. Suppose that a recursive identification method is applied to a data string obtained by concatenation of the original finite-data record. It is proved that the recursive identification method will then converge to a (local) minimum of the off-line finite-data identification criterion. We also provide some arguments as to why recursive identification may be a competitive way of performing the minimization. When using the data more than once it is a priori not clear how to treat the initial values and the forgetting factor. The problem is investigated and comparisons are made with an off-line prediction error method. Practical experiments show that the execution time for a repeated recursive algorithm is less than or equal to that of the off-line algorithm, and that the obtained accuracies are comparable.
Place, publisher, year, edition, pages
Taylor & Francis, 1985. Vol. 41, no 1, 177-191 p.
Recursive identification, Dynamical systems, Estimation, Converge, Off-line finite-data identification criterion
IdentifiersURN: urn:nbn:se:liu:diva-103946DOI: 10.1080/0020718508961119OAI: oai:DiVA.org:liu-103946DiVA: diva2:693273