Adaptive RLS algorithms under stochastic excitation. - Strong consistency analysis

DOI10.1016/0167-6911(91)90092-SzbMath0732.93086MaRDI QIDQ809978

Marco C. Campi, Bittanti, Sergio

Publication date: 1991

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

zbMATH Keywords

exponential convergencestrong consistencyRLS identification algorithm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Least squares and related methods for stochastic control systems (93E24)

Cites Work

• Exponential convergence of recursive last squares with exponential forgetting factor
• Convergence and exponential convergence of identification algorithms with directional forgetting factor
• Adaptive identification via prediction-error directional-forgetting factor: convergence analysis
• Analysis of stochastic gradient algorithms for linear regression problems
• Lyapunov techniques for the exponential stability of linear difference equations with random coefficients
• A counter example to the exponential convergence of the directional forgetting algorithm
• Adaptive RLS algorithms under stochastic excitation-L/sup 2/ convergence analysis
• Analysis of recursive stochastic algorithms
• Adaptive systems and time varying plants
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