Error propagation properties of recursive least-squares adaptation algorithms
type: Item
instance of: scholarly article
title: Error propagation properties of recursive least-squares adaptation algorithms
zbMATH Open document ID: 0575.93068
DOI: 10.1016/0005-1098(85)90110-4
author: Stefan Ljung
author: Lennart Ljung
published in: Automatica
publication date: 1985-01-01T00:00:00Z
review text: Many algorithms giving effective estimations of the coefficients of the equation \(y(t)+a_ 1y(t-1)+...+a_ ny(t-n)=e(t),\) \(t=0,1,..\). for observation data y(t) are known. Here e(t) is, for example, white noise. It is shown that some of the known algorithms are stable and some are unstable (exponentially) with respect to roundoff error. Results have various applications, in particular, in the theory of adaptive systems.
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 65N06
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 3920352
zbMATH Keywords: recursive identification
zbMATH Keywords: least-squares algorithm
reviewed by: V. A. Yakubovich
MaRDI profile type: Publication
full work available at URL: 0005-1098(85)90110-4
OpenAlex ID: W1983627164
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description: scientific article; zbMATH DE number 3920352