A directional forgetting algorithm based on the decomposition of the information matrix

Authors
Cao, LY Schwartz, H
Citation
Ly. Cao et H. Schwartz, A directional forgetting algorithm based on the decomposition of the information matrix, AUTOMATICA, 36(11), 2000, pp. 1725-1731
Citations number
12
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATICA
ISSN journal
00051098 → ACNP
Volume
36
Issue
11
Year of publication
2000
Pages
1725 - 1731
Database
ISI
SICI code
0005-1098(200011)36:11<1725:ADFABO>2.0.ZU;2-9
Abstract
A novel algorithm for directional forgetting is proposed based on a matrix decomposition method, which is developed in this paper. This algorithm perf orms exponential forgetting according to the direction of the data vector, thus preventing the problem known as estimator windup which is a characteri stic of the standard exponential forgetting algorithm. (C) 2000 Elsevier Sc ience Ltd. All rights reserved.