A recursive parameter estimator yielding exponential convergence under sufficient excitation

DOI10.1007/BF01599938MaRDI QIDQ1823907zbMATH OpenFDO

Authors E. W. Kamen

Publication date 1989

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

time-invariantbatch-form (nonrecursive) least-squares estimateexponentially convergent recursive parameter identification scheme

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

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• Exponential convergence of adaptive identification and control algorithms
• Exponential convergence of recursive last squares with exponential forgetting factor
• Lyapunov techniques for the exponential stability of linear difference equations with random coefficients
• On exponential convergence and robustness of least-squares identification
• Parameter information content of measurable signals in direct adaptive control

Cited in

(15)

• On exponentially convergent parameter estimation with lack of persistency of excitation
• On exponential convergence and robustness of least-squares identification
• scientific article; zbMATH DE number 5732711 (Why is no real title available?)
• Strong consistency of recursive identification by no use of persistent excitation condition
• Recursive parameter estimation: convergence
• Stationary behavior of an anti-windup scheme for recursive parameter estimation under lack of excitation
• Exponential convergence of recursive last squares with exponential forgetting factor
• A new on-line exponential parameter estimator without persistent excitation
• Identifiability implies robust, globally exponentially convergent on-line parameter estimation
• Robust method to provide exponential convergence of model parameters solving linear time-invariant plant identification problem
• A generalized projection estimation algorithm
• A general gradient estimation based identification algorithm
• Exponential convergence of recursive least squares with forgetting factor for multiple-output systems
• Exponential convergence of the Kalman filter based parameter estimation algorithm
• Comparison of the convergence rates of the new correntropy-based Levenberg-Marquardt (CLM) method and the fixed-point maximum correntropy (FP-MCC) algorithm

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