An H/sub /spl infin// optimization and its fast algorithm for time-variant system identification

Abstract

In some estimation or identification techniques, a forgetting factor /spl rho/ has been used to improve the tracking performance for time-varying systems. However, the value of /spl rho/ has been typically determined empirically, without any evidence of optimality. In our previous work, this open problem is solved using the framework of H/sub /spl infin… (More)

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