A counter example to the exponential convergence of the directional forgetting algorithm

DOI10.1002/ACS.4480040305zbMath0735.93081OpenAlexW2070835313MaRDI QIDQ3974127

Paolo Bolzern, Bittanti, Sergio, Marco C. Campi

Publication date: 25 June 1992

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.4480040305

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)

Related Items (3)

Convergence and exponential convergence of identification algorithms with directional forgetting factor ⋮ Exponential convergence of a modified directional forgetting identification algorithm ⋮ Adaptive RLS algorithms under stochastic excitation. - Strong consistency analysis

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