✦ LIBER ✦

Exponential convergence of a modified directional forgetting identification algorithm

✍ Scribed by S. Bittanti; P. Bolzern; M. Campi

Publisher: Elsevier Science
Year: 1990
Tongue: English
Weight: 292 KB
Volume: 14
Category: Article
ISSN: 0167-6911
DOI: 10.1016/0167-6911(90)90028-s

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A counter example to the exponential con

A counter example to the exponential convergence of the directional forgetting algorithm

✍ S. Bittanti; P. Bolzern; M. Campi 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 380 KB 👁 2 views

Convergence analysis of the RLS identifi

Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures

✍ B. Lindoff; J. Holst 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 171 KB 👁 2 views

The recursive least-squares (RLS) identiÿcation 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

Convergence analysis of recursive identi

Convergence analysis of recursive identification algorithms with forgetting factor

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

Convergence analysis of the least-square

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

✍ Rafael M. Canetti; Martín D. España 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 371 KB

Convergence of the iterative algorithm f

Convergence of the iterative algorithm for a general Hammerstein system identification

✍ Er-Wei Bai; Kang Li 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 393 KB

Identification of linear time-varying sy

Identification of linear time-varying systems using a modified least-squares algorithm

✍ Rogelio Lozano; Dimitrios Dimogianopoulos; Robert Mahony 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 169 KB

In this paper a modi"ed version of the standard least-squares algorithm is presented. The aim is to use the proposed modi"ed LS algorithm in linear time-varying systems. The proposed modi"cation involves the addition of extra terms to both the parameter estimates' and the covariance's update laws. W