Convergence of an adaptive filter algorithm

DOI10.1080/00207177808922403zbMATH Open0392.93031OpenAlexW2075670401MaRDI QIDQ4174598FDOQ4174598

Authors: Lennart Ljung 

Publication date: 1978

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177808922403

zbMATH Keywords

ConvergenceTransfer FunctionAdaptive Filter AlgorithmAdaptive Filtering SchemesDynamical Stochastic SystemEstimation AlgorithmsExtended Least Squares MethodState-Space Representation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

Cites Work

• Analysis of recursive stochastic algorithms
• System identification. A survey
• Synthesis of an adaptive observer using Lyapunov's direct method
• A survey of model reference adaptive techniques - theory and applications
• An adaptive observer for single-input single-output linear systems
• Stable Adaptive Schemes for System Identification and Control-Part I
• An adaptive observer and identifier for a linear system
• Counterexamples to general convergence of a commonly used recursive identification method
• Off-line parameter identification of stochastic systems

Cited In (3)

• Choice of least-squares algorithms for the identification of ARM AX dynamic systems
• A prediction-error-method for recursive identification of nonlinear systems
• System identification techniques for adaptive signal processing

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