Abstract
In the papers (Kaminskas, 1972; Kaminskas and Nemura, 1975; Yin, 1989) the stopping rules of recursive least squares (RLS) are worked out using the ellipsoidal confidence region for the respective parameter vector of a linear dynamic system. The aim of the given paper is the development of the technique for calculating threshold intervals of respective criterions, used in a stopping rule, which are presented in Kaminskas (1972). In this connection adaptive threshold intervals based on the Cramer-Rao lower bound are proposed here. The results of numerical simulation by IBM PC/AT are given.
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