Study of TVGM 1,1 for Time-Varying SystemReport as inadecuate




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In this approach, a time-varying GM 1, 1 TVGM 1, 1, using the recursive least squares algo- rithm with forgetting factors to degrade the past data with time and enhance the information of new data, is proposed. It possesses the excellent performance in estimating parameters for smooth data sequence, short-term data sequence and long-term data sequence. Computer simulations show that the proposed method can highly promote the capability for tracking data sequence, construct a high-precision and dynamic model and enhance the stability of system modeling.

KEYWORDS

time-varying GM; forgetting factors; recursive least squares

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Author: Nengyi Shi, Chungyi Huang

Source: http://www.scirp.org/



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