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Parameter Estimation using a Modified least Squares method

  • 한영성 (한양대학교 전기공학과) ;
  • 김응석 (한양대학교 전기공학과) ;
  • 한홍석 (충남전문대학 전기공학과) ;
  • 양해원 (한양대학교 전기공학과)
  • 발행 : 1991.07.18

초록

In a discrete parameter estimation system, the standard least squares method shows slow convergence. On the other hand, the weighted least squares method has relatively fast convergence. However, if the input is not sufficiently rich, then gain matrix grows unboundedly. In order to solve these problems, this paper proposes a modified least squares algorithm which prevents gain matrix from growing unboundedly and has fast convergence.

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