Convergence and stability of recursive damped least square algorithm

DOI10.1007/BF02458525zbMath0980.93084OpenAlexW2020922841MaRDI QIDQ1574830

Maoqiong Lin, Zhu-Zhi Yuan, Zeng-Qiang Chen

Publication date: 12 March 2002

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02458525

zbMATH Keywords

identificationcondition numberpersistent excitationparametric distancerecursive damped least squares

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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Cites Work

• Unnamed Item
• Analysis of a general recursive prediction error identification algorithm
• Convergence analysis of recursive identification algorithms with forgetting factor
• Improved least squares identification
• A method for the solution of certain non-linear problems in least squares

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