- 【Updated on May 12, 2025】 Integration of CiNii Dissertations and CiNii Books into CiNii Research
- Trial version of CiNii Research Knowledge Graph Search feature is available on CiNii Labs
- Suspension and deletion of data provided by Nikkei BP
- Regarding the recording of “Research Data” and “Evidence Data”
An executable and asymptotically optimal adaptive RLS algorithm
Description
A setting method for the forgetting factor in recursive least squares (RLS) algorithms is presented. In a general adaptive setting method, to obtain the optimal value of the forgetting factor, the cost function constructed with the mean squared prediction errors is differentiated and the derivative that is set to zero is solved numerically. The problem of this method is that just one of local minimums is obtained unless the cost function is confirmed as unimodal. The main object of this contribution is to show the unimodality of the cost function of the RLS algorithm.
Journal
-
- Proceedings of the 36th SICE Annual Conference. International Session Papers
-
Proceedings of the 36th SICE Annual Conference. International Session Papers 1317-1320, 2002-11-22
Soc. Instrum. & Control Eng