Generalized forgetting functions for on-line least-squares identification of time-varying systems (Q2731546)

The problem of on-line identification of a parametric model for continuous-time, time-varying systems is considered via the minimization of a least-squares criterion with a forgetting function. A Lyapunov function is introduced for the identification algorithm. It incorporates both prediction error and parameter convergence measures. A result proving the finite time convergence of the Lyapunov function to a neighbourhood of zero is given. This ensures both approximate parameter tracking as well as guaranteeing a small prediction error.