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...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | article |
| Language: | English |
| Published: |
1987
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/20.500.12008/20869 |
| Tags: |
No Tags, Be the first to tag this record!
|
| Summary: | 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 stochastic parts of their estimator error are found and th... |
|---|