Abstract

The estimation problem of non-stationary parameter matrices is considered for bilinear discrete dynamic system in the case when for these unknown parameter matrices their ‘attraction’ points are known at any moment. Explicit and recurrent forms of representation are obtained for these parameter estimates of the least squares method with variable forgetting factor and least deviation norm from ‘attraction’ points under non-classical assumptions. The recurrent algorithm is also proposed for corresponding weighted residual sum of squares.

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