Stationary behavior of an anti-windup scheme for recursive parameter estimation under lack of excitation

DOI10.1016/J.AUTOMATICA.2005.08.015MaRDI QIDQ2641744zbMATH OpenOpenAlexFDO

Authors Magnus Evestedt, Alexander Medvedev

Publication date 23 August 2007

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2005.08.015

zbMATH Keywords

adaptive filtersrecursive estimationregression estimatesRiccati equationwindup

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11)

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Cites work

• Adaptation and tracking in system identification - a survey
• Analysis of the Kalman filter based estimation algorithm: An orthogonal decomposition approach.
• Convergence and exponential convergence of identification algorithms with directional forgetting factor
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• On covariance function tests used in system identification
• Stability of a Riccati Equation Arising in Recursive Parameter Estimation Under Lack of Excitation
• Stochastic processes and filtering theory

Cited in

(5)

• Adaptive tuning of network traffic policing mechanisms for DDoS attack mitigation systems
• Dynamics analysis, offline-online tuning and identification of base inertia parameters for the 3-DOF delta parallel robot under insufficient excitations
• Identification of dual-rate sampled systems with time delay subject to load disturbance
• Parametric identification of output error model for sampled systems with integer-type time delay subject to load disturbance with unknown dynamics
• Elementwise decoupling and convergence of the Riccati equation in the SG algorithm

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