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- Niu, Steve S., et al.
(författare)
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A Tutorial On Multiple Model Least-Squares and Augmented UD Identification
- 1995
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- The augmented UD identification (AUDI) is a family of new identification algorithms that are based on some well-known matrix decomposition and updating techniques. Compared with conventional least-squares methods, the AUDI methods are conceptually more concise, computationally more efficient, numerically more robust and application-wise more complete. As a result, AUDI is recommended as a complete replacements for conventional recursive least-squares in all parameter estimation and system identification applications. This tutorial paper presents an overview of the AUDI concept, implementation and applications. The multiple model least-squares (MMLS) method, which is a fundamental reformulation and an efficient implementation of the basic least-squares method, is discussed first. Some application examples of the MMLS/AUDI are presented to demonstrate the versatility and reliability of this type of algorithms.
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