Abstract
The estimation problem of slowly time-varying parameter matrices is considered for bilinear discrete dynamic system in the presence of disturbances. The least squares estimate with variable forgetting factor is investigated for this object in non-classical situation when this estimate may be not unique and additionally ‘attraction’ points for unknown parameter matrices are given at any moment. The set of all above-mentioned estimates of these unknown matrices is defined through the Moore-Penrose pseudo-inverse operator. The least squares estimate with variable forgetting factor and least deviation norm from given ‘attraction’ point at any moment is proposed as unique estimate on this set of all estimates. The explicit form of representation is obtained for this unique estimate of the parameter matrices by the least squares method with variable forgetting factor and least deviation norm from given ‘attraction’ points under non-classical assumptions. The recurrent algorithm for this estimate is also derived which does not require the usage of the matrix pseudo-inverse operator.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
