Journal of Institute of Control, Robotics and Systems (제어로봇시스템학회논문지)

Institute of Control, Robotics and Systems (제어로봇시스템학회)
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An Improved New RLS Algorithm with Forgetting Factor of Erlang Function for System Identification

시스템 식별을 위한 Erlang 함수의 망각 인자를 가진 개선된 RLS 알고리즘

  • 석진욱 (홍익대학교 과학기술 연구소) ;
  • 최경삼 (홍익대학교 공과대학 전자전기 공학부) ;
  • 이종수 (홍익대학교 공과대학 전자전기 공학부) ;
  • 조성원 (홍익대학교 공과대학 전자전기 공학부)
  • Published : 1999.05.01
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Abstract

In this paper, we present an effective RLS algorithm with forgetting factor of Erlang function for the system identification. In the proposed algorithm, the forgetting factor decreases monotonically in the first stage, and then it increases monotonically in the second stage in contrary to the conventional forgetting factor RLS algorithms. In addition, annealing effect and an asymptotically stability of the proposed algorithm is discussed based on the analysis of convergency property on. Simulation results for the system identification problem indicate the superiority of the proposed algorithm in comparison to the RLS algorithm such as NLMS and Kalman filter based algorithm.

Keywords