Combined algorithm for time-varying systems based on the robust min-max and the damped least squares estimation

A combined algorithm based on the robust min-max estimation algorithm and the damped least squares (DLS) algorithm is presented in this paper. The selection criteria of the switching threshold between the min-max estimation algorithm and the DLS algorithm are given by using robust min-max estimation method. This combined algorithm solves the tracking problem of time-varying system with fast parameter changes, which is very difficult to the RLS algorithm. It is not sensitive to the noise. Its good performance is verified by simulation studies.