A new least squares parameter estimator for nonlinear regression equations with relaxed excitation conditions and forgetting factor

DOI10.1016/J.SYSCONLE.2022.105377zbMATH Open1505.93293arXiv2205.00099OpenAlexW4296639017MaRDI QIDQ2107614FDOQ2107614

Romeo Ortega, Stanislav Aranovskiy, Jose Guadalupe Romero

Publication date: 2 December 2022

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

Abstract: In this note a new high performance least squares parameter estimator is proposed. The main features of the estimator are: (i) global exponential convergence is guaranteed for all identifiable linear regression equations; (ii) it incorporates a forgetting factor allowing it to preserve alertness to time-varying parameters; (iii) thanks to the addition of a mixing step it relies on a set of scalar regression equations ensuring a superior transient performance; (iv) it is applicable to nonlinearly parameterized regressions verifying a monotonicity condition and to a class of systems with switched time-varying parameters; (v) it is shown that it is bounded-input-bounded-state stable with respect to additive disturbances; (vi) continuous and discrete-time versions of the estimator are given. The superior performance of the proposed estimator is illustrated with a series of examples reported in the literature.

Full work available at URL: https://arxiv.org/abs/2205.00099

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zbMATH Keywords

parameter estimationleast squaresnonlinear regression modelleast squares identification algorithmexponentially convergent identification

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cited In (2)

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