Variable forgetting factor least squares identification algorithm : a convergence analysis
This paper studies the convergences of the least-squares identification algorithm with 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 stochasti...
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| Format: | article |
| Language: | English |
| Published: |
1988
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| Online Access: | https://hdl.handle.net/20.500.12008/20902 |
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