Bounded error identification of time-varying parameters by RLS techniques

DOI10.1109/9.284904MaRDI QIDQ4307446zbMATH OpenOpenAlexFDO

Authors Sergio Bittanti, M. C. Campi

Publication date 28 September 1994

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/47e2b1a0dbb3e0a6f7ef2885a6707fc2f284f8ef

zbMATH Keywords

covariance matrixforgetting factoridentification of time-varying parametersrecursive least squares algorithm

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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• First inverse moment of a generalized quadratic form
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• Asymptotically convergent modified recursive least-squares with data-dependent updating and forgetting factor for systems with bounded noise
• Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures
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