Persistence of excitation in extended least squares

DOI10.1109/TAC.1983.1103142MaRDI QIDQ3659635zbMATH OpenFDO

Authors

Publication date 1983

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1983.1103142

zbMATH Keywords

least-squares predictionparameter estimationpersistency of excitation

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited in

(19)

• Convergence in mean for ELS-based adaptive control
• Asymptotically optimum recursive prediction error methods in adaptive estimation and control
• Persistence of excitation in linear systems
• Convergence of continuous time stochastic ELS parameter estimation
• Persistency of excitation criteria for linear, multivariable, time- varying systems
• RLS parameter convergence with overparameterized models
• On ARX() approximation
• A universality advantage of stochastic excitation signals for adaptive control
• A proof of asymptotic normality for some VARX models
• On reconstructability of quadratic utility functions from the iterations in gradient methods
• Persistently exciting model predictive control
• A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking
• On the usefulness of persistent excitation in ARX adaptive tracking
• On the concept of excitation in least squares identification and adaptive control^†
• Applicability of least-squares to the parameter estimation of large-scale no-memory linear composite systems
• Criteria for informative experiments with subspace identification
• On robustness to noise of least squares based adaptive control
• A perspective on convergence of adaptive control algorithms
• Sufficiency of excitation

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