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 |
| _version_ | 1807522891948883968 |
|---|---|
| author | Canetti, Rafael |
| author2 | España, Martín D |
| author2_role | author |
| author_facet | Canetti, Rafael España, Martín D |
| author_role | author |
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| collection | COLIBRI |
| dc.creator.none.fl_str_mv | Canetti, Rafael España, Martín D |
| dc.date.accessioned.none.fl_str_mv | 2019-05-29T15:28:36Z |
| dc.date.available.none.fl_str_mv | 2019-05-29T15:28:36Z |
| dc.date.issued.es.fl_str_mv | 1987 |
| dc.date.submitted.es.fl_str_mv | 20190528 |
| dc.description.abstract.none.fl_txt_mv | 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... |
| dc.identifier.citation.es.fl_str_mv | Canetti, Rafael, España, Martín D. Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems [en línea] Automatica, 1989, v.25, no. 4 |
| dc.identifier.uri.none.fl_str_mv | https://hdl.handle.net/20.500.12008/20869 |
| dc.language.iso.none.fl_str_mv | en eng |
| dc.publisher.es.fl_str_mv | Elsevier |
| dc.relation.ispartof.es.fl_str_mv | Automatica, 1989, v.25, no. 4 |
| dc.rights.none.fl_str_mv | info:eu-repo/semantics/openAccess |
| dc.source.none.fl_str_mv | reponame:COLIBRI instname:Universidad de la República instacron:Universidad de la República |
| dc.subject.other.es.fl_str_mv | SISTEMAS y CONTROL |
| dc.title.none.fl_str_mv | Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems |
| dc.type.es.fl_str_mv | Artículo |
| dc.type.none.fl_str_mv | info:eu-repo/semantics/article |
| dc.type.version.none.fl_str_mv | info:eu-repo/semantics/publishedVersion |
| description | 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... |
| eu_rights_str_mv | openAccess |
| format | article |
| id | COLIBRI_74e17eaa9e1f21b5f892dcc57987d04b |
| identifier_str_mv | Canetti, Rafael, España, Martín D. Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems [en línea] Automatica, 1989, v.25, no. 4 |
| instacron_str | Universidad de la República |
| institution | Universidad de la República |
| instname_str | Universidad de la República |
| language | eng |
| language_invalid_str_mv | en |
| network_acronym_str | COLIBRI |
| network_name_str | COLIBRI |
| oai_identifier_str | oai:colibri.udelar.edu.uy:20.500.12008/20869 |
| publishDate | 1987 |
| reponame_str | COLIBRI |
| repository.mail.fl_str_mv | mabel.seroubian@seciu.edu.uy |
| repository.name.fl_str_mv | COLIBRI - Universidad de la República |
| repository_id_str | 4771 |
| spelling | 2019-05-29T15:28:36Z2019-05-29T15:28:36Z198720190528Canetti, Rafael, España, Martín D. Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems [en línea] Automatica, 1989, v.25, no. 4https://hdl.handle.net/20.500.12008/20869This 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...Made available in DSpace on 2019-05-29T15:28:36Z (GMT). No. of bitstreams: 4 license_text: 21936 bytes, checksum: 9833653f73f7853880c94a6fead477b1 (MD5) license_url: 49 bytes, checksum: 4afdbb8c545fd630ea7db775da747b2f (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) license.txt: 4194 bytes, checksum: 7f2e2c17ef6585de66da58d1bfa8b5e1 (MD5) Previous issue date: 1987enengElsevierAutomatica, 1989, v.25, no. 4Las obras depositadas en el Repositorio se rigen por la Ordenanza de los Derechos de la Propiedad Intelectual de la Universidad De La República. (Res. Nº 91 de C.D.C. de 8/III/1994 – D.O. 7/IV/1994) y por la Ordenanza del Repositorio Abierto de la Universidad de la República (Res. Nº 16 de C.D.C. de 07/10/2014)info:eu-repo/semantics/openAccessSISTEMAS y CONTROLConvergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systemsArtículoinfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionreponame:COLIBRIinstname:Universidad de la Repúblicainstacron:Universidad de la RepúblicaCanetti, RafaelEspaña, Martín DSistemas y 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- Universidad de la Repúblicafalse |
| spellingShingle | Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems Canetti, Rafael SISTEMAS y CONTROL |
| status_str | publishedVersion |
| title | Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems |
| title_full | Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems |
| title_fullStr | Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems |
| title_full_unstemmed | Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems |
| title_short | Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems |
| title_sort | Convergence analysis of the least squares identification algorithm with variable forgetting factor for time varying linear systems |
| topic | SISTEMAS y CONTROL |
| url | https://hdl.handle.net/20.500.12008/20869 |
