Object
Title: Least-squares estimation for a long-horizon performance index
Contributor:
Korbicz, Józef - red. ; Uciński, Dariusz - red.
Group publication title:
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.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
Pages:
Source:
AMCS, volume 10, number 3 (2000) ; click here to follow the link
Language:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS)
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2000)
Last modified:
Sep 3, 2021
In our library since:
Jul 16, 2021
Number of object content hits:
39
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/65515
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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 26 (2016)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 25 (2015)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
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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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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
| Edition name | Date |
|---|---|
| Least-squares estimation for a long-horizon performance index | Sep 3, 2021 |
