On the concept of excitation in least squares identification and adaptive control†
DOI10.1080/17442508608833375zbMATH Open0595.60048OpenAlexW1997333599MaRDI QIDQ3727070FDOQ3727070
Authors: Tze Leung Lai, Ching-Zong Wei 
Publication date: 1986
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508608833375
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12)
Cites Work
- On self tuning regulators
- Persistence of excitation in extended least squares
- Asymptotic properties of projections with applications to stochastic regression problems
- A Survey of Some Results in Stochastic Adaptive Control
- Discrete Time Stochastic Adaptive Control
- On positive real transfer functions and the convergence of some recursive schemes
- The convergence of AML
- Asymptotically efficient adaptive control in stochastic regression models
- Asymptotically Efficient Self-Tuning Regulators
- The strong consistency of the stochastic gradient algorithm of adaptive control
- Adaptive control with recursive identification for stochastic linear systems
- Counterexamples to general convergence of a commonly used recursive identification method
Cited In (15)
- Optimal experimental design and some related control problems
- RLS parameter convergence with overparameterized models
- Learning in linear models with expectational leads
- Partial convergence of extended least squares for insufficiently excited linear systems
- Sparse system identification for stochastic systems with general observation sequences
- A conversation with Tze Leung Lai
- Recursive least-squares identification algorithms with incomplete excitation: convergence analysis and application to adaptive control
- A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
- Asymptotically efficient adaptive control in stochastic regression models
- Learning to predict rationally when beliefs are heterogeneous
- Sparse parameter identification for stochastic systems based on \(L_\gamma\) regularization
- Strong consistency of parameter estimates in direct self-tuning control algorithms based on stochastic approximation
- Almost sure convergence of least squares estimates for regular multivariate ARX systems
- Optimal adaptive control of drug dosing using integral reinforcement learning
- Multi-task sparse identification for closed-loop systems with general observation sequences
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