Sliding-windowed weighted recursive least-squares method for parameter estimation

28 September 1989

journal article
Published by Institution of Engineering and Technology (IET) in Electronics Letters

Vol. 25 (20) , 1381-1382
https://doi.org/10.1049/el:19890924

Abstract

This letter presents a modified method of the exponentially weighted recursive least-squares (WRLS) estimation using sliding window. In the method, two windowing techniques are simultaneously used to ensure that the estimator has good parameter tracking property and that the estimated parameters converge the true parameters. Simulation shows that the proposed method tracks rapidly time-varying parameters more effectively than WRLS.

Keywords

RAPIDLY TIME-VARYING PARAMETERS
WINDOWING TECHNIQUES
PARAMETER TRACKING PROPERTY
EXPONENTIALLY WEIGHTED RECURSIVE LEAST-SQUARES
PARAMETER ESTIMATION

This publication has 0 references indexed in Scilit: