TY - GEN
A1 - Janiszowski, Krzysztof B.
A2 - Korbicz, Józef - red.
A2 - Uciński, Dariusz - red.
PB - Zielona Góra: Uniwersytet Zielonogórski
N2 - 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.
N2 - 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.
L1 - http://www.zbc.uz.zgora.pl/Content/58737/AMCS_2000_10_3_6.pdf
L2 - http://www.zbc.uz.zgora.pl/Content/58737
KW - identification
KW - least-squares estimation
KW - prediction
KW - recursive scheme
T1 - Least-squares estimation for a long-horizon performance index
UR - http://www.zbc.uz.zgora.pl/dlibra/docmetadata?id=58737
ER -