A modified EW-RLS algorithm for systems with bounded disturbances

  • de Wit C
  • Carrillo J
  • 5

    Readers

    Mendeley users who have this article in their library.
  • 35

    Citations

    Citations of this article.

Abstract

This paper presents a new estimation algorithm, which is essentially a modification of the exponentially weighted recursive least squares algorithm (EW-RLS), for systems with bounded disturbances. Assuming knowledge of a disturbance upper bound, the algorithm's derivation is performed by minimizing a cost function weighted by two factors: one is fixed by the user and exponentially weights the arriving information, the other is time-varying and data-dependent. The purpose of the latter is to ensure algorithm stability, faced with the bounded disturbances. From this proposal results a very simple algorithm which completely depends on the significant information and stops when the data are meaningless. It is also shown that if the signals are persistently exciting, the convergence of the algorithm is exponentially fast. An application of the algorithm to the problem of estimating the friction forces in servo-mechanisms (under structural bounded errors) is also presented. © 1990.

Author-supplied keywords

  • Parameter estimation
  • least-square estimation
  • system identification

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document

Authors

  • C. Canudas de Wit

  • J. Carrillo

Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free