Convergence analysis of least-squares identification algorithm for unstable systems

DOI10.1049/IP-D.1987.0049MaRDI QIDQ3777925zbMATH OpenOpenAlexFDO

Authors

Publication date 1987

Published in IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1049/ip-d.1987.0049

zbMATH Keywords

ARMA modelconvergence rateleast-squares equation error identification algorithmrelative stabilityrobustnesstime-invariantunstable time- invariant system

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• scientific article; zbMATH DE number 4141887
• scientific article; zbMATH DE number 613298
• Convergence of least-squares dynamic system identification with finite-accuracy data
• scientific article; zbMATH DE number 3963700
• A unified least squares approach to identify and to reduce continuous asymptotically stable systems
• Convergence analysis of the least-squares identification algorithm with a variable forgetting factor for time-varying linear systems
• On the consistency of a least squares identification procedure in linear evolution systems
• Convergence properties of the least squares estimation algorithm for multivariable systems
• Parameter identification and convergence analysis based on the least-squares method for a class of non-linear systems Part 1. SISO case

Cited in

(1)

• On-line identification scheme using adaptive filters

This page was built for publication: Convergence analysis of least-squares identification algorithm for unstable systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3777925)