Sökning: "Forgetting Factor"

Visar resultat 1 - 5 av 8 avhandlingar innehållade orden Forgetting Factor.

  1. 1. On Parameter Estimation and Control of Time-Varying Stochastic Systems

    Författare :Bengt Lindoff; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Statistics; Adaptive Predictive Control; Adaptive Stochastic Control; Dual Control; Convergence Analysis; Quadratic Forms; Forgetting Factor; Recursive Least Squares; Recursive Estimation; Linear Systems; Time-Varying Stochastic Systems; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : This thesis is about parameter estimation and control of time-varying stochastic systems. It can be divided into two parts. The first part deals with an estimation algorithm commonly used when estimating parameters in time-varying stochastic systems, the Recursive Least Squares (RLS) algorithm with forgetting factor. LÄS MER

  2. 2. Adaptive Forgetting through Multiple Models and Adaptive Control of Car Dynamics

    Författare :Peter Andersson; Linköpings universitet; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Adaptive forgetting; Multiple models; Adaptive control; Car dynamics;

    Sammanfattning : A new recursive identif ication method, Adaptive Forgetting through Multiple Models - AFMM, is presented and evaluated using computer simulations. AFMM is specif ically suited for identification of systems with jumping or rapidly changing parameters. LÄS MER

  3. 3. Frequency Domain Aspects of Modeling and Control in Adaptive Systems

    Författare :Svante Gunnarsson; Linköpings universitet; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Frequency domain aspects; Adaptive systems;

    Sammanfattning : In this thesis various aspects of modeling and control in adaptive systems are presented from a frequency domain viewpoint.The thesis consists of three parts, where the first part contains a general introduction and background information concerning the problems that will be treated. LÄS MER

  4. 4. Fast Algorithms for Integral Equations and Least Squares Identification Problems

    Författare :Stefan Ljung; Linköpings universitet; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Fast algorithms; Integral equations; Least squares; Identification;

    Sammanfattning : This work is concerned with fast algorithms for integral equations and least squares identification problems.The presentation is divided into three parts. In the first part a fast algorithm for solving systems oflinear equations with a matrix that is alm ost Toeplitz is derived and applied to Fredholm integral equations with stationary kernels. LÄS MER

  5. 5. On System Identification in one and two Dimensions with Signal Processing Applications

    Författare :Alf Isaksson; Linköpings universitet; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; System identification; Signal processing;

    Sammanfattning : This thesis consists of four parts, with system identification as the common theme. The first part studies the asymptotic properties of two-dimensional identification methods. In the second part an approach to identification of time varying systems is presented. LÄS MER