Abstract
A new algorithm of recursive parameter estimation is proposed. The algorithm is based on the recursive least squares method and employs a vector-type variable forgetting factor, each element of which corresponds to one unknown parameter. The convergence of the algorithm is proved under deterministic circumstances. The application of the UD factorization is also studied.
The proposed algorithm is advantageous over the conventional one in such a situation when the plant includes more than one time-varying unknown parameters and their rates of change are different. This fact is confirmed by a numerical simulation, by an experiment using a pilot plant of a heat exchanger, and through the application to a heating furnace of a continuous annealing line.
