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Bounded Error Identification of Time-Varying Parameters by RLS Techniques
| Content Provider | Semantic Scholar |
|---|---|
| Author | Bittanti, Sergio |
| Copyright Year | 2004 |
| Abstract | This note describes a simple method for efficiently estimating the dominant eigenvalues and eigenvectors of the solution to a Lyapunov equation, without first solving the equation explicitly. The method is based on the power method and matrix-vector multiplications and is particularly suitable for problems where those multiplications can be done efflciently, such as where the coefficient matrices are large and sparse or low-rank. The same idea is directly applicable to balanced-trupcation order reduction of linear systems. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.ing.unibs.it/~campi/pdf-pszip/IEEE-bounded-error-id.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Coefficient Estimated Linear system Lyapunov fractal Power iteration Recursive least squares filter Restless Legs Syndrome Sparse matrix |
| Content Type | Text |
| Resource Type | Article |