Search for dissertations about: "Forgetting Factor"

Showing result 1 - 5 of 8 swedish dissertations containing the words Forgetting Factor.

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

    Author : Bengt Lindoff; Matematisk statistik; []
    Keywords : 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;

    Abstract : 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. READ MORE

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

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

    Abstract : 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. READ MORE

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

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

    Abstract : 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. READ MORE

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

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

    Abstract : 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. READ MORE

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

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

    Abstract : 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. READ MORE