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Recursive least squares with stabilized inverse factorization

✍ Scribed by Marc Moonen; Joos Vandewalle


Book ID
104172700
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
683 KB
Volume
21
Category
Article
ISSN
0165-1684

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πŸ“œ SIMILAR VOLUMES


Exponential convergence of recursive lea
✍ Richard M. Johnstone; C. Richard Johnson Jr.; Robert R. Bitmead; Brian D.O. Ande πŸ“‚ Article πŸ“… 1982 πŸ› Elsevier Science 🌐 English βš– 401 KB

This paper demonstrates that, provided the system input is persistently exciting, the recursive least squares estimation algorithm with exponential forgetting factor is exponentially convergent. Further, it is shown that the incorporation of the exponential forgetting factor is necessary to attain