A finite-data-window least squares algorithm with a forgetting factor for dynamical modeling

作者：Ding Feng^*; Xiao Yongsong

来源：Applied Mathematics and Computation, 2007, 186(1): 184-192.

DOI：10.1016/j.amc.2006.06.133

• recursive identification
• parameter estimation
• least squares algorithm
• forgetting factor
• finite-data window

In this paper, we extend the forgetting factor least squares and finite-data-window least squares identification algorithms, develop a finite-data-window least squares algorithm with a forgetting factor for dynamical system modeling, derive its recursive version, and also give its simplified form. We illustrate the advantages of the proposed algorithm with simulation examples.

• 出版日期2007-3-1
• 单位江南大学