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Adaptive estimation in the presence of order and parameter changes
Author(s) -
Xia L.,
Krishnamurthy V.,
Moore J. B.
Publication year - 1989
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.4480030305
Subject(s) - jump , estimation theory , control theory (sociology) , noise (video) , order (exchange) , estimation , computer science , adaptive control , algorithm , mathematics , mathematical optimization , control (management) , artificial intelligence , engineering , physics , systems engineering , finance , quantum mechanics , economics , image (mathematics)
This paper gives an approach to adaptive estimation/control when there are jump parameter changes which include order changes. Order changes can be viewed as the introduction of overparametrization, which in conventional algorithms causes ill‐conditioning. Here, modified algorithms which involve the introduction of noise into the calculations are proposed and studied by theory and simulations.