On exponential convergence and robustness of least-squares identification

DOI10.1016/0167-6911(87)90099-5zbMath0617.93070OpenAlexW2092865761MaRDI QIDQ1088967

Markku T. Nihtilä

Publication date: 1987

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(87)90099-5

zbMATH Keywords

exponential convergencelinear regression modelsexponentially-weighted least-squares (EWLS) estimationextended persistency-of-excitation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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A recursive parameter estimator yielding exponential convergence under sufficient excitation

Cites Work

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