Exponential convergence of recursive last squares with exponential forgetting factor
DOI10.1016/S0167-6911(82)80014-5zbMATH Open0537.93027OpenAlexW2136984504MaRDI QIDQ792933FDOQ792933
Authors: Richard M. Johnstone, C. Richard jun. Johnson, Brian D. O. Anderson, Robert R. Bitmead 
Publication date: 1982
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(82)80014-5
Recommendations
- Exponential convergence of a modified directional forgetting identification algorithm
- Exponential convergence of recursive least squares with exponential forgetting factor adaptive control
- Exponential convergence of recursive least squares with forgetting factor for multiple-output systems
- A recursive parameter estimator yielding exponential convergence under sufficient excitation
- Convergence and exponential convergence of identification algorithms with directional forgetting factor
System identification (93B30) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Model systems in control theory (93C99) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05)
Cites Work
- Title not available (Why is that?)
- Dynamic system identification. Experiment design and data analysis
- Title not available (Why is that?)
- Lyapunov techniques for the exponential stability of linear difference equations with random coefficients
- Digital adaptive filters: Conditions for convergence, rates of convergence, effects of noise and errors arising from the implementation
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (31)
- On exponential convergence and robustness of least-squares identification
- Adaptive identification of linear systems subject to Gross errors
- Remarks on the martingale hyperconvergence theorem and the convergence analysis of the forgetting factor least squares algorithms
- A directional forgetting algorithm based on the decomposition of the information matrix
- Finite-time estimation for a class of systems with unknown time-delay using modulating functions-based method
- A nonmonotone adaptive trust region technique with a forgetting factor
- Gradient descent in the absence of global Lipschitz continuity of the gradients
- Regularized adaptive Kalman filter for non-persistently excited systems
- Accelerated nonmonotone line search technique for multiobjective optimization
- A note on the convergence of a class of adaptive optimal identifiers
- Improved least squares identification
- Exponential convergence of recursive least squares with exponential forgetting factor adaptive control
- Convergence and exponential convergence of identification algorithms with directional forgetting factor
- A modified EW-RLS algorithm for systems with bounded disturbances
- Discrete-time adaptive control for deterministic time-varying systems
- Optimal finite-dimensional recursive identification in a polynomial output mapping class
- Forward-looking persistent excitation in model predictive control
- Recentness biased learning for time series forecasting
- First- and Second-Order Methods for Online Convolutional Dictionary Learning
- Comment on 'Modified least squares algorithm incorporating exponential resetting and forgetting
- Sufficiency of excitation
- An interval-valued recursive estimation framework for linearly parameterized systems
- Exponential convergence of recursive least squares with forgetting factor for multiple-output systems
- Integrated methodology for state and parameter estimation of spark-ignition engines
- A recursive parameter estimator yielding exponential convergence under sufficient excitation
- Persistency of excitation for continuous-time systems. Time-domain approach
- Analysis of the Kalman filter based estimation algorithm: An orthogonal decomposition approach.
- Exponential convergence of the Kalman filter based parameter estimation algorithm
- Adaptive RLS algorithms under stochastic excitation. - Strong consistency analysis
- Nonmonotone quasi-Newton-based conjugate gradient methods with application to signal processing
- Adaptive identification via prediction-error directional-forgetting factor: convergence analysis
This page was built for publication: Exponential convergence of recursive last squares with exponential forgetting factor
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q792933)
