Exponential stability of general tracking algorithms

DOI10.1109/9.402229MaRDI QIDQ4850481zbMATH OpenOpenAlexWikidataFDO

Authors Lennart Ljung, Lei Guo

Publication date 21 November 1995

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

Full work available at URL https://doi.org/10.1109/9.402229

zbMATH Keywords

exponential stabilityaveraged equationparameter tracking algorithms

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(10)

• Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents
• Nonlinear state predictor for a class of nonlinear time-delay systems
• Performance analysis of multi-innovation gradient type identification methods
• First inverse moment of a generalized quadratic form
• An ABS algorithm for a class of systems of stochastic linear equations
• A necessary and sufficient condition for stability of LMS-based consensus adaptive filters
• A remark on the stability of the l.m.s. tracking algorithm
• Analysis of normalized least mean squares-based consensus adaptive filters under a general information condition
• Revisiting total model errors and model validation
• Analysis of the Kalman filter based estimation algorithm: An orthogonal decomposition approach.

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