A novel variable-length sliding window blockwise least-squares algorithm for on-line estimation of time-varying parameters

International Journal of Adaptive Control and Signal Processing

Volumn 18, Issue 6, 2004, Pages 505-521

  Jiang, Jin ^a   Zhang, Youmin ^a  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Abrupt and gradual parameter changes; Blockwise least squares (BLS); Change detection; Parameter estimation; Recursive least squares (RLS); System identification; Time varying systems; Variable length sliding window blockwise least squares (VLSWBLS)

Indexed keywords

ALGORITHMS; LEAST SQUARES APPROXIMATIONS; PARAMETER ESTIMATION; RECURSIVE FUNCTIONS; ROBUSTNESS (CONTROL SYSTEMS); TELESCOPES;

ABRUPT AND GRADUAL PARAMETER CHANGES; BLOCKWISE LEAST SQUARES (BLS); CHANGE DETECTION; RECURSIVE LEAST SQUARES (RLS); TIME-VARYING SYSTEMS; VARIABLE-LENGTH SLIDING WINDOW BLOCKWISE LEAST SQUARES (VLSWBLS);

ONLINE SYSTEMS;

EID: 4043138055     PISSN: 08906327     EISSN: None     Source Type: Journal    
DOI: 10.1002/acs.811     Document Type: Article

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