@PHDTHESIS\{IMM1992-05789, author = "J. E. Parkum", title = "Recursive identification of time-varying systems", year = "1992", school = "Informatics and Mathematical Modelling, Technical University of Denmark, {DTU}", address = "Richard Petersens Plads, Building 321, {DK-}2800 Kgs. Lyngby", type = "", note = "Supervised by Niels K. Poulsen, and Henrik Spliid, {DTU} Informatics, http://www.imm.dtu.dk", url = "http://www2.compute.dtu.dk/pubdb/pubs/5789-full.html", abstract = "The present thesis is concerned with recursive identification of time-varying systems. Methods designed for estimating slowly drifting system parameters are studied. A general algorithm containing most existing methods as special cases is formulated, and a unified treatment of its convergence properties in an ideal deterministic environment is presented. An algorithm which discounts information non-uniformly and in accordance with the distribution of the information flow is developed and examined. Finally, the discussed techniques are applied to a practical problem with adaptive control of a non-linear process." }