Asymptotically convergent modified recursive least-squares with data-dependent updating and forgetting factor for systems with bounded noise
DOI10.1109/TIT.1987.1057307zbMATH Open0629.93068OpenAlexW2147272701MaRDI QIDQ3767232FDOQ3767232
Yih-Fang Huang, Soura Dasgupta
Publication date: 1987
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1987.1057307
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- Run-to-run control methods based on the DHOBE algorithm
- Extended ellipsoidal outer-bounding set-membership estimation for nonlinear discrete-time systems with unknown-but-bounded disturbances
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- The size of the membership-set in a probabilistic framework.
- New recursive parameter estimation algorithms with varying but bounded gain matrix
- Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data
- Application of Genetic Algorithms to Observer Kalman Filter Identification
- Improved least squares identification
- Cournot games with linear regression expectations in oligopolistic markets
- Robust continuous-time matrix estimation under dependent noise perturbations: sliding modes filtering and LSM with forgetting
- A finite-data-window least squares algorithm with a forgetting factor for dynamical modeling
- An upper bound for the recursive least squares estimation error
- Asymptotic properties of set membership identification algorithms
- Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
- A modified EW-RLS algorithm for systems with bounded disturbances
- Set-membership filtering with incomplete observations
- Bounded-error identification for closed-loop systems
- Parametric subsystem set estimation for interconnected systems
- Exponential convergence of recursive least squares with forgetting factor for multiple-output systems
- Bounded-error parameter estimation: Noise models and recursive algorithms
- Variable gain parameter estimation algorithms for fast tracking and smooth steady state
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