On a general concept of forgetting

Practice leads us to seek a simple method which would make parameter estimation (and subsequent control or signal processing) reliably adaptive. Unfortunately, in most applications we lack sufficient information to specify a complete model of parameter variations. In other words, the problem is ...

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Bibliographic Details
Published in:International journal of control 1993-10, Vol.58 (4), p.905-924
Main Authors: KULHAVÝ, R., ZARROP, M. B.
Format: Article
Language:English
Subjects:
Applied sciences
Computer science
control theory
systems
Control theory. Systems
Exact sciences and technology
Modelling and identification
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Summary:Practice leads us to seek a simple method which would make parameter estimation (and subsequent control or signal processing) reliably adaptive. Unfortunately, in most applications we lack sufficient information to specify a complete model of parameter variations. In other words, the problem is 'under-determined' which prevents us from employing standard equations of probability calculus. In this paper we apply known principles of rational behaviour in such situations to propose a plausible and well justified solution. The result we get is close to classical exponential forgetting, but regularized by available prior information. We demonstrate the practical implications of this feature.
ISSN:0020-7179
1366-5820
DOI:10.1080/00207179308923034