In this study, a new parameter estimation method based on coupledleastsquares method for recursive estimation of time-varying parameters in multivariable systems is presented. The bi-loop matrix forgetting factor-ba...
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In this study, a new parameter estimation method based on coupledleastsquares method for recursive estimation of time-varying parameters in multivariable systems is presented. The bi-loop matrix forgetting factor-based coupled recursive leastsquares method is employed for estimation of time-varying parameters in which the forgetting factor for each parameter is adjusted according to its variance. This means that the forgetting factors of slow-varying and fast-varying parameters are calculated according to their variances, automatically. The simulation results demonstrate the advantage of the proposed method for estimation of parameters with different variation rates (including slow-varying or fast-varying parameters) in comparison with ordinary coupledleastsquares method.
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