Convergence properties of the least squares estimation algorithm for multivariable systems (Q345827)

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English	Convergence properties of the least squares estimation algorithm for multivariable systems	scientific article

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instance of

scholarly article

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title

Convergence properties of the least squares estimation algorithm for multivariable systems (English)

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Applied Mathematical Modelling

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publication date

2 December 2016

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zbMATH Keywords

recursive identification

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parameter estimation

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multivariable systems

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least squares

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convergence properties

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.apm.2012.03.007

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cites work

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Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems

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Maximum likelihood least squares identification for systems with autoregressive moving average noise

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Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods

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Bias compensation‐based parameter estimation for output error moving average systems

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Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data

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Least squares based and gradient based iterative identification for Wiener nonlinear systems

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Self-convergence of weighted least-squares with applications to stochastic adaptive control

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Recursive least-squares identification algorithms with incomplete excitation: convergence analysis and application to adaptive control

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Self-tuning control based on multi-innovation stochastic gradient parameter estimation

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Performance analysis of multi-innovation gradient type identification methods

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Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems

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Hierarchical Least Squares Identification for Linear SISO Systems With Dual-Rate Sampled-Data

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Hierarchical gradient-based identification of multivariable discrete-time systems

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Identification of acoustic MIMO systems: challenges and opportunities

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Identification of multiple-input single-output Hammerstein models using Bézier curves and Bernstein polynomials

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Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model

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Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems

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On-line estimation of the parameters of a multivariable system using matrix pseudo-inverse

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Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems

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Multi-innovation least squares identification methods based on the auxiliary model for MISO systems

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Identification for multirate multi-input systems using the multi-innovation identification theory

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Parameter estimation with scarce measurements

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Q3799870

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Identifiers

zbMATH Open document ID

1349.74043

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DOI

10.1016/j.apm.2012.03.007

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:345827