Adaptive identification via prediction-error directional-forgetting factor: convergence analysis

DOI10.1080/00207178908953507MaRDI QIDQ3470389zbMATH OpenOpenAlexFDO

Authors Sergio Bittanti, Paolo Bolzern, M. C. Campi

Publication date 1989

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178908953507

zbMATH Keywords

exponentially convergent algorithmprediction-error directional-forgetting factor algorithm

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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• Adaptive RLS algorithms under stochastic excitation. - Strong consistency analysis
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