Online system identification using matrix pseudoinverse |
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| Authors: | Sinha N.K. Pille W. |
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| Affiliation: | McMaster University, Hamilton, Canada; |
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| Abstract: | Recursive algorithms for online identification of discrete-time systems have been described. These provide minimum-norm estimates of the parameter vector when insufficient data are available, and least-squares estimates with sufficient data. Matrix inversion is not required; nor is the a priori knowledge of noise statistics or probability densities of the parameters. |
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