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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| Format: | article |
| Language: | English |
| Published: |
1987
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| Online Access: | https://hdl.handle.net/20.500.12008/20869 |
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