Variable forgetting factor least squares identification algorithm : a convergence analysis
Resumen:
This paper studies the convergences of the least-squares identification algorithm with 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 their relation to a persistent excitation condition is discussed. This relation explains the possibility of having “bursting” phenomena during the identification process. Special attention is paid to the consistency of these results with the classical ones obtained for the ordinary least-squares algorithm when the forgetting factor tends to unity.
| 1988 | |
| SISTEMAS y CONTROL | |
| Inglés | |
| Universidad de la República | |
| COLIBRI | |
| https://hdl.handle.net/20.500.12008/20902 | |
| Acceso abierto |
| _version_ | 1807522892755238912 |
|---|---|
| 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 | 2019-05-29T15:28:44Z |
| dc.date.available.none.fl_str_mv | 2019-05-29T15:28:44Z |
| dc.date.issued.es.fl_str_mv | 1988 |
| dc.date.submitted.es.fl_str_mv | 20190528 |
| dc.description.abstract.none.fl_txt_mv | This paper studies the convergences of the least-squares identification algorithm with 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 their relation to a persistent excitation condition is discussed. This relation explains the possibility of having “bursting” phenomena during the identification process. Special attention is paid to the consistency of these results with the classical ones obtained for the ordinary least-squares algorithm when the forgetting factor tends to unity. |
| dc.identifier.citation.es.fl_str_mv | Canetti, Rafael, España, Martín D. Variable forgetting factor least squares identification algorithm : a convergence analysis [en línea] IFAC Proceedings, 1988, v. 21, no. 9 |
| dc.identifier.doi.es.fl_str_mv | DOI: https://doi.org/10.1016/S1474-6670(17)54756-4 |
| dc.identifier.uri.none.fl_str_mv | https://hdl.handle.net/20.500.12008/20902 |
| dc.language.iso.none.fl_str_mv | en eng |
| dc.publisher.es.fl_str_mv | Elsevier |
| dc.relation.ispartof.es.fl_str_mv | IFAC Proceedings, 1988, v. 21, no. 9 |
| 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 | Variable forgetting factor least squares identification algorithm : a convergence analysis |
| 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 convergences of the least-squares identification algorithm with 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 their relation to a persistent excitation condition is discussed. This relation explains the possibility of having “bursting” phenomena during the identification process. Special attention is paid to the consistency of these results with the classical ones obtained for the ordinary least-squares algorithm when the forgetting factor tends to unity. |
| eu_rights_str_mv | openAccess |
| format | article |
| id | COLIBRI_886ac7696d61b5ec9a6e3d2e27afa871 |
| identifier_str_mv | Canetti, Rafael, España, Martín D. Variable forgetting factor least squares identification algorithm : a convergence analysis [en línea] IFAC Proceedings, 1988, v. 21, no. 9 DOI: https://doi.org/10.1016/S1474-6670(17)54756-4 |
| 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:20.500.12008/20902 |
| publishDate | 1988 |
| 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 | 2019-05-29T15:28:44Z2019-05-29T15:28:44Z198820190528Canetti, Rafael, España, Martín D. Variable forgetting factor least squares identification algorithm : a convergence analysis [en línea] IFAC Proceedings, 1988, v. 21, no. 9https://hdl.handle.net/20.500.12008/20902DOI: https://doi.org/10.1016/S1474-6670(17)54756-4This paper studies the convergences of the least-squares identification algorithm with 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 their relation to a persistent excitation condition is discussed. This relation explains the possibility of having “bursting” phenomena during the identification process. Special attention is paid to the consistency of these results with the classical ones obtained for the ordinary least-squares algorithm when the forgetting factor tends to unity.Made available in DSpace on 2019-05-29T15:28:44Z (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: 1988enengElsevierIFAC Proceedings, 1988, v. 21, no. 9Las 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 CONTROLVariable forgetting factor least squares identification algorithm : a convergence analysisArtículoinfo: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 | Variable forgetting factor least squares identification algorithm : a convergence analysis Canetti, Rafael SISTEMAS y CONTROL |
| status_str | publishedVersion |
| title | Variable forgetting factor least squares identification algorithm : a convergence analysis |
| title_full | Variable forgetting factor least squares identification algorithm : a convergence analysis |
| title_fullStr | Variable forgetting factor least squares identification algorithm : a convergence analysis |
| title_full_unstemmed | Variable forgetting factor least squares identification algorithm : a convergence analysis |
| title_short | Variable forgetting factor least squares identification algorithm : a convergence analysis |
| title_sort | Variable forgetting factor least squares identification algorithm : a convergence analysis |
| topic | SISTEMAS y CONTROL |
| url | https://hdl.handle.net/20.500.12008/20902 |
