Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures (Q4244226)
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scientific article; zbMATH DE number 1290289
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| English | Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures |
scientific article; zbMATH DE number 1290289 |
Statements
2 November 1999
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Markovian perturbation
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recursive least-square identification
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exponential forgetting
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stationary Gaussian ARX-process
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first and second moments
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Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures (English)
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0.8355724811553955
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0.8094626665115356
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0.8055656552314758
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0.8044954538345337
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0.8038968443870544
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