Modified Recursive Least Squares Algorithm with Variable Parameters and Resetting for Time -Varying System

Abstract

Abstract: Based on the idea of the set-membership identification, a modified recursive least squares
algorithm with variable gain, variable forgetting factor and resetting is presented. The
concept of the error tolerance level is proposed. The selection criteria of the error
tolerance level are also given according to the min-max principle. The algorithm is
particularly suitable for tracing time-varying systems and is similar in computational
complexity to the standard recursive least squares algorithm. The superior performance of
the algorithm is verified via simulation studies on a dynamic fermentation process.

Key words: least-squares algorithm, dynamic fermentation process, parameter estimation, identification

摘要： Based on the idea of the set-membership identification, a modified recursive least squares
algorithm with variable gain, variable forgetting factor and resetting is presented. The
concept of the error tolerance level is proposed. The selection criteria of the error
tolerance level are also given according to the min-max principle. The algorithm is
particularly suitable for tracing time-varying systems and is similar in computational
complexity to the standard recursive least squares algorithm. The superior performance of
the algorithm is verified via simulation studies on a dynamic fermentation process.

关键词: least-squares algorithm;dynamic fermentation process;parameter estimation;identification

XUE Yuncan, QIAN Jixin. Modified Recursive Least Squares Algorithm with Variable Parameters and Resetting for Time
-Varying System [J]. .

薛云灿, 钱积新. 一种用于时变系统的复位变参数递推最小二乘算法研究[J]. CIESC Journal.

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Modified Recursive Least Squares Algorithm with Variable Parameters and Resetting for Time
-Varying System

一种用于时变系统的复位变参数递推最小二乘算法研究

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