Asymptotically convergent modified recursive least-squares with data-dependent updating and forgetting factor for systems with bounded noise
From MaRDI portal
Publication:3767232
DOI10.1109/TIT.1987.1057307zbMath0629.93068OpenAlexW2147272701MaRDI QIDQ3767232
Yih-Fang Huang, Soura Dasgupta
Publication date: 1987
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1987.1057307
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Related Items (13)
Asymptotic properties of set membership identification algorithms ⋮ Parametric subsystem set estimation for interconnected systems ⋮ Set-membership filtering with incomplete observations ⋮ Exponential convergence of recursive least squares with forgetting factor for multiple-output systems ⋮ Bounded-error parameter estimation: Noise models and recursive algorithms ⋮ Bounded-error identification for closed-loop systems ⋮ The size of the membership-set in a probabilistic framework. ⋮ Extended ellipsoidal outer-bounding set-membership estimation for nonlinear discrete-time systems with unknown-but-bounded disturbances ⋮ Optimal estimation theory for dynamic systems with set membership uncertainty: An overview ⋮ Cournot games with linear regression expectations in oligopolistic markets ⋮ Variable gain parameter estimation algorithms for fast tracking and smooth steady state ⋮ Application of Genetic Algorithms to Observer Kalman Filter Identification ⋮ Run-to-run control methods based on the DHOBE algorithm
This page was built for publication: Asymptotically convergent modified recursive least-squares with data-dependent updating and forgetting factor for systems with bounded noise
