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A New Recursive Least-Squares Method with Multiple Forgetting Schemes by Fraccaroli, Francesco; Peruffo, Andrea; Zorzi, Mattia is a scholarly article available to read on EtoBox.

What is A New Recursive Least-Squares Method with Multiple Forgetting Schemes about?

We propose a recursive least-squares method with multiple forgetting schemes to track time-varying model parameters which change with different rates. Our approach hinges on the reformulation of the classic recursive least-squares with forgetting scheme as a regularized least squares problem. A simulation study shows the effectiveness of the proposed method.

Author

Fraccaroli, Francesco; Peruffo, Andrea; Zorzi, Mattia

Published

2015

Language

EN