Convergence and stability of recursive damped least square algorithm

DOI10.1007/BF02458525MaRDI QIDQ1574830zbMATH OpenOpenAlexFDO

Authors Maoqiong Lin, Zengqiang Chen, Zhuzhi Yuan

Publication date 12 March 2002

Published in Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02458525

zbMATH Keywords

condition numberidentificationparametric distancepersistent excitationrecursive damped least squares

Mathematics Subject Classification ID

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

Review text

A convergence analysis for a new identification algorithm (recursive damped least squares) is given. It is shown that under persistent excitation conditions, the parametric distance converges to a zero mean and bounded variance random variable. Under the same conditions, the condition number of the adaptation gain matrix is bounded and the variance of the parametric distance is bounded. The results are formulated in two theorems. The proof of theorem 1 is omitted, theorem 2 is completely proved.

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Cites work

• A method for the solution of certain non-linear problems in least squares
• Analysis of a general recursive prediction error identification algorithm
• Convergence analysis of recursive identification algorithms with forgetting factor
• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• Improved least squares identification

Cited in

(5)

• The DQR algorithm, basic theory, convergence, and conditional stability
• Experimental study on a novel simultaneous control and identification of a 3-DOF delta robot using model reference adaptive control
• On the convergence of recursive algorithms with constant gain matrix used in adaptive systems
• scientific article; zbMATH DE number 1445592 (Why is no real title available?)
• Dynamics analysis, offline-online tuning and identification of base inertia parameters for the 3-DOF delta parallel robot under insufficient excitations

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