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A Brief Comparison of Selected Forgetting Methods
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SYSNO ASEP 0329792 Document Type C - Proceedings Paper (int. conf.) R&D Document Type Conference Paper Title A Brief Comparison of Selected Forgetting Methods Title Stručné porovnání vybraných metod zapomínání parametrů Author(s) Dedecius, Kamil (UTIA-B) RID, ORCID Source Title Proceedings of the 10th International PhD Workshop on Systems and Control. - Praha : ÚTIA, AV ČR, 2009 / Hofman Radek ; Šmídl Václav ; Pavelková Lenka - ISBN 978-80-903834-3-2 Pages s. 1-6 Number of pages 6 s. Publication form CD-ROM - CD-ROM Action 10th International PhD Workshop on Systems and Control Event date 22.09.2009-26.09.2009 VEvent location Hluboká nad Vltavou Country CZ - Czech Republic Event type EUR Language eng - English Country CZ - Czech Republic Keywords estimation ; exponential forgetting method ; partial forgetting Subject RIV BC - Control Systems Theory R&D Projects GA102/08/0567 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) Annotation This paper brings a comparison of three selected techniques for estimation of slowly varying parameters of input-output models. One of them is the exponential forgetting method, which is the most popular and simplest method, while another method the alternative forgetting is based on it. The third selected method is the partial forgetting, which presents a completely different approach to the slowly varying parameters. The comparison of these methods is based on a one-step ahead prediction of a predefined time series with models employing these forgetting methods. The prediction errors are then compared. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2010
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