On exponential convergence and robustness of least-squares identification
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Publication:1088967
DOI10.1016/0167-6911(87)90099-5zbMath0617.93070OpenAlexW2092865761MaRDI QIDQ1088967
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
exponential convergencelinear regression modelsexponentially-weighted least-squares (EWLS) estimationextended persistency-of-excitation
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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Cites Work
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