✦ LIBER ✦

Convergence analysis of instrumental variable recursive subspace identification algorithms

✍ Scribed by Guillaume Mercère; Marco Lovera

Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 348 KB
Volume: 43
Category: Article
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2007.01.014

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Recursive subspace identification based

Recursive subspace identification based on instrumental variable unconstrained quadratic optimization

✍ G. Mercère; S. Lecoeuche; M. Lovera 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 366 KB

Convergence analysis of recursive identi

Convergence analysis of recursive identification algorithms with forgetting factor

✍ R.Lozano L. 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 207 KB

The convergence of an instrumental-varia

The convergence of an instrumental-variable-like recursion

✍ V. Solo 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 179 KB

The convergence of a modified form of the IV 6nstrumental-variable) recursion (actually a case of the integral adaptation algorithm of Landau) for the parameters of a scalar transfer function time series model is considered. It is known that this algorithm requires at least a positive real condition

Convergence of identification methods ba

Convergence of identification methods based on the instrumental variable approach

✍ T. Söderstöm 📂 Article 📅 1974 🏛 Elsevier Science 🌐 English ⚖ 229 KB

Ha HCIIOJIb3OBaHHH nepeMesH~x oS~excra ## T. SODERSTOMt Snmmary--A class of identification methods, proposed in [3], am based on the instrumental variable principle. This correspondence contains a continued analysis of convergence of the parameter estimates of these methods. Alternative, sui~cien

Analysis of a general recursive predicti

Analysis of a general recursive prediction error identification algorithm

✍ Lennart Ljung 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 979 KB

A general recursive identification algorithm is found to have the same convergence properties as a family of off-line prediction error methods.

Convergence properties of bias-eliminati

Convergence properties of bias-eliminating algorithms for errors-in-variables identification

✍ Torsten Söderström; Mei Hong; Wei Xing Zheng 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB 👁 2 views

This paper considers the problem of dynamic errors-in-variables identification. Convergence properties of the previously proposed bias-eliminating algorithms are investigated. An error dynamic equation for the bias-eliminating parameter estimates is derived. It is shown that the convergence of the b