Obiekt
Tytuł: Least-squares estimation for a long-horizon performance index
Współtwórca:
Korbicz, Józef - red. ; Uciński, Dariusz - red.
Tytuł publikacji grupowej:
Abstract:
Estimation of a parametric, discrete-time model for a SISO dynamic plant, derived for minimisation of a performance index determined as a sum of squared prediction errors within some time horizon is considered. A formula for a Long-Horizon Least-Squares (LHLS) off-line solution as well as a theorem for an LHLS recursive on-line scheme are derived. ; The LHLS scheme reveals some features of Least-Squares (LS) estimation and Instrumental-Variable (IV) estimation. An algorithm for the on-line LHLS scheme is presented and compared with LS and IV estimation schemes for a linear, second-order system. The fast convergence of the derived LHLS on-line scheme is demonstrated in the case of detecting changes in parameters of a non-stationary system.
Wydawca:
Zielona Góra: Uniwersytet Zielonogórski
Identyfikator zasobu:
Strony:
Źródło:
AMCS, volume 10, number 3 (2000) ; kliknij tutaj, żeby przejść
Jezyk:
Prawa do dysponowania publikacją:
Biblioteka Uniwersytetu Zielonogórskiego
Kolekcje, do których przypisany jest obiekt:
- Zielonogórska Biblioteka Cyfrowa > Repozytorium > Jednostki organizacyjne > Wydział Informatyki, Elektrotechniki i Automatyki
- Zielonogórska Biblioteka Cyfrowa > Repozytorium > Typy utworów > Artykuły
- Zielonogórska Biblioteka Cyfrowa > Repozytorium > Czasopisma naukowe i serie wydawnicze UZ > International Journal of Applied Mathematics and Computer Science (AMCS)
- Zielonogórska Biblioteka Cyfrowa > Repozytorium > Czasopisma naukowe i serie wydawnicze UZ > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2000)
Data ostatniej modyfikacji:
2021-09-03
Data dodania obiektu:
2021-07-16
Liczba wyświetleń treści obiektu:
33
Wszystkie dostępne wersje tego obiektu:
https://zbc.uz.zgora.pl/publication/65515
Wyświetl opis w formacie RDF:
Wyświetl opis w formacie OAI-PMH:
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International Journal of Applied Mathematics and Computer Science (AMCS)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 20 (2010)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 19 (2009)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 18 (2008)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 17 (2007)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 15 (2005)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 13 (2003)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 12 (2002)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 11 (2001)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 10 (2000)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 10, number 1 (2000)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 10, number 2 (2000)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 10, number 3 (2000)
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| Nazwa wydania | Data |
|---|---|
| Least-squares estimation for a long-horizon performance index | 2021-09-03 |
