Behaviour of the output error identification algorithm for small stepsize gains

DOI10.1016/S0167-6911(84)80012-2MaRDI QIDQ1064308zbMATH OpenOpenAlexFDO

Authors Brian D. O. Anderson

Publication date 1984

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6911(84)80012-2

zbMATH Keywords

output error identification algorithm

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12)

Review text

In the output error identification algorithm, it is possible to adjust a given parameter to trade off, for example, sensitivity to noise and capacity to track plant parameter variations. The rate of convergence of the ideal algorithm (obtained in the noise free, time-invariant plant parameter case) is related to the magnitude of this gain parameter. The analysis applies to a broader class of adaptive problems than output error identification, and in particular, a positive real transfer function appearing in the problem formulation is allowed to be nonrational. An alternative to the usual Lyapunov-based analysis is then needed.

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Cites work

• A convergence proof for a hyperstable adaptive recursive filter (Corresp.)
• A measure of the tracking capability of recursive stochastic algorithms with constant gains
• Asymptotic behavior of an adaptive estimation algorithm with application to M-dependent data
• Digital adaptive filters: Conditions for convergence, rates of convergence, effects of noise and errors arising from the implementation
• Exponential convergence of adaptive identification and control algorithms
• Exponential stability of linear equations arising in adaptive identification
• scientific article; zbMATH DE number 3259563 (Why is no real title available?)
• Performance of adaptive estimation algorithms in dependent random environments
• Second-order convergence analysis of stochastic adaptive linear filtering
• Unbiased recursive identification using model reference adaptive techniques

Cited in

(1)

• Cost function shaping of the output error criterion

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