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)

zbMATH Keywords

parameter estimationpersistency of excitationleast-squares prediction

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)

• On reconstructability of quadratic utility functions from the iterations in gradient methods
• Convergence of continuous time stochastic ELS parameter estimation
• On ARX() 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^†
• A universality advantage of stochastic excitation signals for adaptive control
• On the usefulness of persistent excitation in ARX adaptive tracking
• 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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