Convergence analysis of the least-squares identification algorithm with a variable forgetting factor for time-varying linear systems

DOI10.1016/0005-1098(89)90104-0zbMath0694.93108OpenAlexW2074839085MaRDI QIDQ909639

Rafael M. Canetti, Martin D. Espana

Publication date: 1989

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(89)90104-0

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (7)

BIAS AND COVARIANCE OF THE RECURSIVE LEAST SQUARES ESTIMATOR WITH EXPONENTIAL FORGETTING IN VECTOR AUTOREGRESSIONS ⋮ Adaptive regulation in bimodal linear systems ⋮ Recursive estimation in econometrics ⋮ Cournot games with linear regression expectations in oligopolistic markets ⋮ Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures ⋮ Pseudo-burst phenomenon in ideal adaptive systems ⋮ Adaptive regulation of MIMO linear systems against unknown sinusoidal exogenous inputs

Cites Work

• Unnamed Item
• Unnamed Item
• Exponential convergence of recursive least squares with exponential forgetting factor adaptive control
• Adaptive systems, lack of persistency of excitation and bursting phenomena
• Convergence and stability properties of an adaptive regulator with variable forgetting factor
• Exponential convergence of adaptive identification and control algorithms
• Analysis of recursive stochastic algorithms

This page was built for publication: Convergence analysis of the least-squares identification algorithm with a variable forgetting factor for time-varying linear systems