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Directional leakage and parameter drift
Author(s) -
Hovd M.,
Bitmead R. R.
Publication year - 2006
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.884
Subject(s) - parameter space , estimation theory , leakage (economics) , a priori and a posteriori , range (aeronautics) , model parameter , control theory (sociology) , computer science , mathematics , statistics , algorithm , engineering , artificial intelligence , philosophy , control (management) , epistemology , economics , macroeconomics , aerospace engineering
A new method for eliminating parameter drift in parameter estimation problems is proposed. Existing methods for eliminating parameter drift work either on a limited time horizon, restricts the parameter estimates to a range that has to be determined a priori , or introduces bias in the parameter estimates which will degrade steady state performance. The idea of the new method is to apply leakage only in the directions in parameter space in which the exciting signal is not informative. This avoids the problem of parameter bias associated with conventional leakage. Copyright © 2005 John Wiley & Sons, Ltd.