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Bibliografie

Research Report

Partial Forgetting. A new method for tracking time-variant parameters

Dedecius Kamil, Nagy Ivan, Kárný Miroslav, Pavelková Lenka

: UTIA AV ČR, (Praha 2009)

: Research Report 2249

: CEZ:AV0Z10750506

: 2C06001, GA MŠk

: parameter estimation, forgetting, modelling

: http://library.utia.cas.cz/separaty/2009/AS/dedecius-partial forgetting. a new method for tracking time-variant parameters.pdf

(eng): Tracking of slowly varying parameters is an important task in the theory of adaptive systems. Majority of prediction and control algorithms, employing regression models like autoregression model (AR), autoregression model with exogenous inputs (ARX), autoregression model with moving average (ARMA) etc., assume a carefully defined model structure and correctly estimated parameters. Problems arise, when the model parameters vary in time. The problems of slowly time-varying model parameters were given a thorough attention. The proposed partial forgetting method tries to solve this issue by a new approach.

: BD