A Variable Regularized Recursive Subspace Model Identification Algorithm With Extended Instrumental Variable and Variable Forgetting Factor

This paper proposes a new smoothly clipped absolute deviation (SCAD) regularized recursive subspace model identification algorithm with square root(SR) extended instrumental variable (EIV) and locally optimal variable forgetting factor (LOFF). The proposed algorithm is based on a new local polynomia...

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Bibliographic Details
Main Authors: Jian-Qiang Lin, Shing-Chow Chan, Hai-Jun Tan
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9031792/