Convergence and exponential convergence of identification algorithms with directional forgetting factor

DOI10.1016/0005-1098(90)90012-7zbMath0701.93102OpenAlexW2004126641MaRDI QIDQ914640

Marco C. Campi, Paolo Bolzern, Bittanti, Sergio

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90012-7

zbMATH Keywords

convergence propertiesrecursive least squaresdirectional forgetting

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (12)

A multi-innovation recursive least squares algorithm with a forgetting factor for Hammerstein CAR systems with backlash ⋮ Stationary behavior of an anti-windup scheme for recursive parameter estimation under lack of excitation ⋮ Predicting the Global Minimum Variance Portfolio ⋮ Convergence and exponential convergence of identification algorithms with directional forgetting factor ⋮ Analysis of the Kalman filter based estimation algorithm: An orthogonal decomposition approach. ⋮ Generalized forgetting functions for on-line least-squares identification of time-varying systems ⋮ A directional forgetting algorithm based on the decomposition of the information matrix ⋮ Exponential convergence of a modified directional forgetting identification algorithm ⋮ Simultaneous parameter tracking and state estimation in a linear system ⋮ A pragmatic approach to distributed nonlinear model predictive control: Application to a hydrostatic drivetrain ⋮ On a general concept of forgetting ⋮ Adaptive RLS algorithms under stochastic excitation. - Strong consistency analysis

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
• Discrete-time multivariable adaptive control
• A counter example to the exponential convergence of the directional forgetting algorithm
• Adaptive systems and time varying plants

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