Design of adaptive algorithms for the tracking of time‐varying systems

Abstract The design of adaptive algorithms for the purpose of the tracking of slowly time varying systems is investigated . A criterion for measuring the tracking capability of an algorithm in this situation was introduced in an earlier work; the domain of vali dity of this criterion is shown to be much wider than expected before. On the other hand, multistep algorithms, introduced in the Soviet literature, are generalized and systematically studied; they are shown to provide significant improvements over the classical (one-step) methods for the purpose of tracking. Finally, a complete design me thodology for adaptive algorithms used on time varying systems is given.

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