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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

  • DOI - Digital Object Identifier

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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BC - Theory and management systems

  • OECD FORD branch

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

  • e-ISSN

  • 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