- Tytuł:
- Least-squares estimation for a long-horizon performance index
- Autorzy:
- Janiszowski, K. B.
- Powiązania:
- https://bibliotekanauki.pl/articles/911215.pdf
- Data publikacji:
- 2000
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
identyfikacja
estymacja metodą najmniejszych kwadratów
przewidywanie
identification
least squares estimation
prediction
recursive scheme - Opis:
- Estimation of a parametric, discrete-time model for a SISO dynamic plant, derived for minimisation of a performance index determined as a sum of squared prediction errors within some time horizon is considered. A formula for a Long-Horizon Least-Squares (LHLS) off-line solution as well as a theorem for an LHLS recursive on-line scheme are derived. The LHLS scheme reveals some features of Least-Squares (LS) estimation and Instrumental-Variable (IV) estimation. An algorithm for the on-line LHLS scheme is presented and compared with LS and IV estimation schemes for a linear, second-order system. The fast convergence of the derived LHLS on-line scheme is demonstrated in the case of detecting changes in parameters of a non-stationary system.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2000, 10, 3; 559-573
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł