Exponential convergence of a modified directional forgetting identification algorithm

DOI10.1016/0167-6911(90)90028-SzbMath0692.93073OpenAlexW2040505269MaRDI QIDQ584213

Paolo Bolzern, Bittanti, Sergio, Marco C. Campi

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0167-6911(90)90028-s

zbMATH Keywords

directional forgettingrecursive least squares (RLS) estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (1)

Receding horizon predictive control based upon the Youla-Kučera parametrisation

Cites Work

• Convergence and exponential convergence of identification algorithms with directional forgetting factor
• A counter example to the exponential convergence of the directional forgetting algorithm
• Adaptive systems and time varying plants
• Unnamed Item

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