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Journal of Automation and Information Sciences

Publication de 12  numéros par an

ISSN Imprimer: 1064-2315

ISSN En ligne: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

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The Regularized Recurrent Least-Squares Algorithm with the Changing Regularization Parameter

Volume 33, Numéro 5-8, 2001, 18 pages
DOI: 10.1615/JAutomatInfScien.v33.i5-8.300
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RÉSUMÉ

The regularized recurrent least-squares algorithm with the regularization parameter depending on data is developed. Its properties connected with the selection of initial values are studied and also the possible ways of its effective utilization are considered. On the basis of the approach proposed the regularized recurrent least-squares algorithm with an average and weighted regularized recurrent least-squares algorithm are constructed, their properties being investigated.

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