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
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DOI - Digital Object Identifier
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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
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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
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
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