Kybernetika 28 no. 3, 181-190, 1992

Exponentially discounted estimates and oscillations in linear controlled systems

Monika Laušmanová

Abstract:

Slow unmodelled oscillations of a system are regarded as a parameter and estimated by the discounted least squares method. The estimate is used to eliminate the oscillations. Properties of the procedure are presented for vanishing discount factor. The application is shown on the example of a computer controlled system.

Classification:

93C05, 93E35, 34F05