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Journal of Automation and Information Sciences
SJR: 0.275 SNIP: 0.59 CiteScore™: 0.8

ISSN Imprimir: 1064-2315
ISSN On-line: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v29.i1.100
pages 81-90

Modified Kaczmage Algorithm for Estimating Parameters of Nonstationary Objects

B. D. Liberal'
Kharkov Technical University for Radioelectronics
Oleg G. Rudenko
Kharkov National University of Radio and Electronics, Kharkov
V. A. Timofeev
Kharkov Technical University for Radioelectronics

RESUMO

Consideration is given to a generalized Kaczmage algorithm with weighting estimates at several steps and its application to the problem of estimating nonstationary parameters of objects that are described by a regression equation. The main characteristics of the algorithm operation, such as the bias of the estimator, the root-mean-square error, the domain of convergence, and the rate of convergence into the domain in the presence of measurement errors, have been calculated.

Referências

  1. Dupac, V., A Dynamic Stochastic Approximation Method.

  2. Okrug, A. I., Dynamic Kaczmage Algorithm.

  3. Tsypkin, Ya. Z., Kaplinskii, A. I., and Larionov, K. A., Adaptation Algorithms and Learning under Nonstationary Conditions.

  4. Ishchenko, L. A., Liberol', B. D., and Rudenko, O. G., On the Properties of One Class of Multistage Adaptive Algorithms of Identification.

  5. Ishchenko, L. A., Liberol', B. D., and Rudenko, O. G., Adaptive Estimation of the Parameters of Nonstationary Objects.

  6. Polyak, B. T., Comparison of the Rates of Convergence of Single-Step and Multistage Algorithms of Optimization in the Presence of Disturbances.

  7. Lancaster, P., Theory of Matrices.


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