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An interpretable and converging set-membership algorithm

By: Deller, J.R.; Liu, M.S.; Nayeri, M.;

1993 / IEEE / 0-7803-0946-4

Description

This item was taken from the IEEE Periodical ' An interpretable and converging set-membership algorithm ' Set membership (SM)-based techniques, with least square error overlay, suffer from a trade-off between interpretability and proof of convergence. The authors introduce a modified SM algorithm with 'forgetting' covariance updating in conjunction with minimum volume data selecting strategy. The convergence properties of this algorithm and its resemblance to the stochastic approximation method are discussed.<>