Persistence of excitation in extended least squares
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Publication:3659635
DOI10.1109/TAC.1983.1103142zbMATH Open0513.93055MaRDI QIDQ3659635FDOQ3659635
Author name not available (Why is that?)
Publication date: 1983
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Prediction theory (aspects of stochastic processes) (60G25) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Cited In (19)
- On reconstructability of quadratic utility functions from the iterations in gradient methods
- Convergence of continuous time stochastic ELS parameter estimation
- On ARX(\(\infty)\) approximation
- Applicability of least-squares to the parameter estimation of large-scale no-memory linear composite systems
- A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking
- A proof of asymptotic normality for some VARX models
- RLS parameter convergence with overparameterized models
- On robustness to noise of least squares based adaptive control
- A perspective on convergence of adaptive control algorithms
- Persistency of excitation criteria for linear, multivariable, time- varying systems
- Persistently exciting model predictive control
- On the concept of excitation in least squares identification and adaptive control†
- On the usefulness of persistent excitation in ARX adaptive tracking
- A universality advantage of stochastic excitation signals for adaptive control
- Persistence of excitation in linear systems
- Criteria for informative experiments with subspace identification
- Sufficiency of excitation
- Convergence in mean for ELS-based adaptive control
- Asymptotically optimum recursive prediction error methods in adaptive estimation and control
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