A new wavelet-based tracking algorithm for rapidly time-varying systems
Yuanjin Zheng, Zhiping Lin · 2002
A recursive least squares (RLS) algorithm with selective modification of the system estimation covariance matrix is employed to track the rapidly changing components of system parameters. A new on-line wavelet detector is designed for accurately identifying the changing locations and the branches of changing parameters. Employing theses techniques, the tracking performance of the proposed algorithm to rapidly changing systems can be significantly improved.