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Variable Regularized Square Root Recursive Least Square Method

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F12%3APU98918" target="_blank" >RIV/00216305:26220/12:PU98918 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Variable Regularized Square Root Recursive Least Square Method

  • Original language description

    In this paper, we develop the variable regularized square root recursive least square method which is in order to track time-varying parameters extended by an exponential forgetting factor (EF VR SRRLS). The proposed approach is arisen from the exact recursification of the original batch mode method solving the restricted quadratic problem. The meanings of the restricted conditions lie in the removal of ambiguity of the cost function and thus to ensure the regularity of the direction matrix. In the examined approach, the regularization terms are the matrix weighting the difference between the next parameter estimate and the initial parameter estimate and the time-varying matrix weighting the distance of the parameter estimate from its currently available estimate. Because the incorporation of the Potter's square root technique requires the actualization of direction matrix using the data dyads only, an effective form of implementation based on the updating quantity of the rank one was

  • 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

    5

  • Pages from-to

    71-75

  • 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