Recursive identification
نویسنده
چکیده
This note presents the basic recursive least squares (RLS) algorithm for recursively estimating parameters in linear regression models. In order to track time varying parameters a forgetting factor and a Kalman filter method are described. These methods may be used in some of the extra tasks in the project and is also used in the compulsory computer exercise (beräkningslaboration) No 5 . This note, together with “Linear regression” is allowed to bring to the exam.
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