Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems
Resumen:
This paper studies the convergence of the least-squares identification algorithm with a variable forgetting factor. The evolution of the parameter estimator with respect to initial conditions, actual parameter changes and stochastic perturbations is analysed. Bounds on the deterministic and stochastic parts of their estimator error are found and th...
| 1987 | |
| SISTEMAS y CONTROL | |
| Inglés | |
| Universidad de la República | |
| COLIBRI | |
| https://hdl.handle.net/20.500.12008/20869 | |
| Acceso abierto |
