The recursive least-squares (RLS) identiΓΏcation algorithm is often extended with exponential forgetting as a tool for parameter estimation in time-varying stochastic systems. The statistical properties of the parameter estimates obtained from such an extended RLS-algorithm depend in a non-linear way
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A counter example to the exponential convergence of the directional forgetting algorithm
β Scribed by S. Bittanti; P. Bolzern; M. Campi
- Publisher
- John Wiley and Sons
- Year
- 1990
- Tongue
- English
- Weight
- 380 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0890-6327
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