A least squares algorithm with a forgetting factor over a finite-data window

作者：Ding F^*; Cui BT; Liu F

来源：Dynamics of Continuous Discrete and Impulsive Systems: Series A - Mathematical Analysis , 2006, 13: 14-22.

• identification
• estimation
• least squares
• forgetting factor
• finite-data window

In this paper, we discuss in details the four cost functions related to the least squares (LS), weighted LS (or forgetting factor LS), finite-data window LS and forgetting factor finite-data window LS algorithms, and further propose a new least squares algorithm with a forgetting factor over a finite-data window, derive its recursive version, and also give its simplified form. We illustrate the advantages of the algorithm with simulation examples.

• 出版日期2006-2
• 单位江南大学