An On-line Orehogonal Transformation Method for Parameter Estimation of Time-Varying Systems
基于正交变换的时变参数限定记忆估计法

An on-line least squares identification method is proposed for parameter estimation of time-varying systems by introducing a rectangular window to cancel the old measurement. The method is developed based on orthogonal transformation so as to avoid worsening the ill-condition. In addition, the method has the benefits of fewer arithmetic operations, less storage requirement and better convergence property compared with the traditional methods.