Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
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.
Zielona Góra: Uniwersytet Zielonogórski
AMCS, volume 10, number 3 (2000) ; kliknij tutaj, żeby przejść
Biblioteka Uniwersytetu Zielonogórskiego
2024-11-05
2021-07-16
47
https://zbc.uz.zgora.pl/repozytorium/publication/65515
Nazwa wydania | Data |
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Least-squares estimation for a long-horizon performance index | 2024-11-05 |
Janiszowski, Krzysztof B. Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Janiszowski, Krzysztof B. Wnuk, Paweł Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Kogut, Janusz Ciurej, Henryk Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Kozłowski, Janusz Kowalczuk, Zdzisław Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Janiszowski, Krzysztof B. Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Janiszowski, Krzysztof B. Korbicz, Józef (1951- ) - ed.
Janiszowski, Krzysztof B. Kowal, Marek - red. Korbicz, Józef (1951- ) - red.
Greblicki, Włodzimierz Triggiani, Roberto- ed. Maksimov, Vyacheslav I. - ed.