Adaptive Estimation of OEMA Model via Variable Regularized Recursive Least Squares Method
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F12%3APU98917" target="_blank" >RIV/00216305:26220/12:PU98917 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Adaptive Estimation of OEMA Model via Variable Regularized Recursive Least Squares Method
Original language description
In this paper, we present a recursive least squares method with variable regularization, which is in order to track time varying parameters extended by an exponential forgetting factor (EF-VR-RLS). Regularization of a direction matrix is achieved by adding restricting conditions into the cost function. By definition of the standard recursive least-squares method (RLS) implies that the method removes the ambiguity of the cost function using a constant regularization. The RLS method is therefore an exactformulation of multi-criteria problem. In this case regularization element is the initial value of the direction matrix, which penalizes Euclidean distance between the estimated parameters and their initial values. At the proposed approach the cost function is extended by the penalization of weighted difference between the investigated vector of parameters and its currently available estimate. By introducing the element of variable regularization is possible to better effect the rate of
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GD102%2F09%2FH081" target="_blank" >GD102/09/H081: SYNERGY - Mobile Sensoric Systems and Networks</a><br>
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of 11th IFAC/IEEE INTERNATIONAL CONFERENCE on PROGRAMMABLE DEVICES and EMBEDDED SYSTEMS PDeS 2012
ISBN
978-3-902823-21-2
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
76-79
Publisher name
Neuveden
Place of publication
Neuveden
Event location
Brno
Event date
May 23, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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