A recursive parameter estimator yielding exponential convergence under sufficient excitation

DOI10.1007/BF01599938zbMath0681.93062MaRDI QIDQ1823907

Edward W. Kamen

Publication date: 1989

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

time-invariantbatch-form (nonrecursive) least-squares estimateexponentially convergent recursive parameter identification scheme

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (1)

Comparison of the convergence rates of the new correntropy-based Levenberg-Marquardt (CLM) method and the fixed-point maximum correntropy (FP-MCC) algorithm

Cites Work

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• Exponential convergence of recursive last squares with exponential forgetting factor
• On exponential convergence and robustness of least-squares identification
• Exponential convergence of adaptive identification and control algorithms
• Parameter information content of measurable signals in direct adaptive control
• Lyapunov techniques for the exponential stability of linear difference equations with random coefficients

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