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

This paper studies the convergence of the least-squares identification algorithm with a variable forgetting factor. The evolution of the parameter estimator with respect to initial conditions, actual parameter changes and stochastic perturbations is analysed. Bounds on the deterministic and stochast...

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Autor principal: Canetti, Rafael (author)
Altres autors: España, Martín D (author)
Format: article
Idioma:anglès
Publicat: 1987
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Accés en línia:https://hdl.handle.net/20.500.12008/20869
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