论文标题
递归最小二乘参数估计的新指数遗忘算法
A New Exponential Forgetting Algorithm for Recursive Least-Squares Parameter Estimation
论文作者
论文摘要
本文开发了一种新的指数遗忘算法，可以防止所谓的估计量发条问题，同时保持快速收敛速度。为了研究所提出的遗忘算法的特性，首先分析协方差矩阵的界限，并将其与各种指数和方向遗忘算法进行比较。然后，与现有基准算法相比，在理论上分析了有或没有持续激发条件的估计误差的稳定性。机翼岩体运动的数值模拟验证分析结果。
This paper develops a new exponential forgetting algorithm that can prevent so-called the estimator windup problem, while retaining fast convergence speed. To investigate the properties of the proposed forgetting algorithm, boundedness of the covariance matrix is first analysed and compared with various exponential and directional forgetting algorithms. Then, stability of the estimation error with and without the persistent excitation condition is theoretically analysed in comparison with the existing benchmark algorithms. Numerical simulations on wing rock motion validate the analysis results.
