Convergence analysis of the least-squares identification algorithm with a variable forgetting factor for time-varying linear systems

DOI10.1016/0005-1098(89)90104-0zbMath0694.93108OpenAlexW2074839085MaRDI QIDQ909639

Rafael M. Canetti, Martin D. Espana

Publication date: 1989

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(89)90104-0

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items

BIAS AND COVARIANCE OF THE RECURSIVE LEAST SQUARES ESTIMATOR WITH EXPONENTIAL FORGETTING IN VECTOR AUTOREGRESSIONS, Adaptive regulation in bimodal linear systems, Recursive estimation in econometrics, Cournot games with linear regression expectations in oligopolistic markets, Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures, Pseudo-burst phenomenon in ideal adaptive systems, Adaptive regulation of MIMO linear systems against unknown sinusoidal exogenous inputs

Cites Work

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• Analysis of recursive stochastic algorithms