On adaptive threshold intervals for stopping recursive least squares in the space of signals

作     者：Pupeikis, Rimantas 

作者机构：Inst. of Mathematics and Informatics 2600 Vilnius Akademijos St. 4 Lithuania Kaunas Polytechnic Institute Kaunas Lithuania Inst. of Mathematics and Informatics 

出 版 物：《Informatica》 (Informatica)

年 卷 期：1996年第7卷第1期

页      面：27-38页

学科分类：0810[工学-信息与通信工程] 1205[管理学-图书情报与档案管理] 08[工学] 0811[工学-控制科学与工程] 0701[理学-数学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

主　　题：Dynamic system Least squares Recursive algorithm Threshold 

摘      要：In the papers (Kaminskas, 1973;Kaminskas and Nemura, 1975) the stopping rule of recursive least squares (RLS) is worked out using the length of the confidence interval for the respective current meaning of the true output signal of a linear dynamic system. The aim of the given paper is the development of techniques for calculating threshold intervals of respective criteria, used in such a stopping rule. In this connection adaptive threshold intervals based on the Cramer-Rao lower bound according to Pupeikis (1995) are proposed here, too. The results of numerical simulation by IBM PC/AT are given.