| Title |
Utilization of the Filtered Weighted Least Squares Algorithm For the Adaptive Identification of Time-Varying Nonlinear Systems |
| Authors |
안규영(Ahn Kyu-Young) ; 이인환(Lee In-Hwan) ; 남상원(Nam Sang-Won) |
| Keywords |
Adaptive System Identification ; Time-Varying Volterra System ; FWLS(Filtered Weighted Least Squares) Algorithm |
| Abstract |
In this paper, the problem of adaptively identifying time-varying nonlinear systems is considered. For that purpose, the discrete time-varying Volterra series is employed as a system model, and the filtered weighted least squares (FWLS) algorithm, developed for adaptive identification of linear time-varying systems, is utilized for the adaptive identification of time-varying quadratic Volterra systems. To demonstrate the performance of the proposed approach, some simulation results are provided. Note that the FWLS algorithm, decomposing the conventional weighted basis function (WBF) algorithm into a cascade of two (i.e., estimation and filtering) procedures, leads to fast parameter tracking with low computational burden, and the proposed approach can be easily extended to the adaptive identification of time-varying higher-order Volterra systems. |