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Variable gain parameter estimation algorithms for fast tracking and smooth steady state
Journal article   Peer reviewed

Variable gain parameter estimation algorithms for fast tracking and smooth steady state

Er-Wei Bai and Yih-Fang Huang
Automatica (Oxford), Vol.36(7), pp.1001-1008
2000
DOI: 10.1016/S0005-1098(00)00009-1

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Abstract

Based on the ideas of the set-membership identification, we present in this paper variable gain least mean-square (LMS) and weighted recursive least-squares (WRLS) algorithms. It is shown that the proposed algorithms possess a fast tracking ability to the variations of the parameter and at the same time are less sensitive to noise leading to a smooth steady state.
LMS algorithm Parameter estimation Least-squares algorithm Set-membership identification Time-varying system

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