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...

Full description

Bibliographic Details

Main Author:	Canetti, Rafael (author)
Other Authors:	España, Martín D (author)
Format:	article
Language:	English
Published:	1988
Subjects:	SISTEMAS y CONTROL
Online Access:	https://hdl.handle.net/20.500.12008/20902
Tags:	Add Tag No Tags, Be the first to tag this record!