Improvements in least squares methods for identification
S.F. Rotella, I. Zambettakis · 2002
The authors propose a modification of the usual recursive least-squares identification method. This modification is based on the paper of Albert and Sittler (1966) which describe the computation of the pseudo-inverse of a matrix. The advantage of this method is to overcome the problem of the persistent excitation condition and leads to application like step identification. An example points out this specific features.>