Name
Title | ||
|---|---|---|
Convergence and exponential convergence of identification algorithms with directional forgetting factor |
Abstract | ||
|---|---|---|
In this paper, the convergence properties of the RLS algorithm with Directional Forgetting (DF) are extensively analyzed. The assumption is made that the data generation mechanism is deterministic. The main conclusions are that DF is simply convergent, but not exponentially convergent. The exponential convergence can be achieved by means of a suitable modification of DF. |
Year | DOI | Venue |
|---|---|---|
1990 | 10.1016/0005-1098(90)90012-7 | Automatica |
Keywords | Field | DocType |
identification algorithm,exponential convergence,adaptive systems,recursive least squares,identification | Convergence (routing),Forgetting,Mathematical optimization,Normal convergence,Compact convergence,Algorithm,Convergence tests,Deterministic system (philosophy),Mathematics,Recursive least squares filter,Exponential growth | Journal |
Volume | Issue | ISSN |
26 | 5 | 0005-1098 |
Citations | PageRank | References |
18 | 2.52 | 2 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| S. Bittanti | 1 | 149 | 24.75 |
| P. Bolzern | 2 | 99 | 17.69 |
| M. Campi | 3 | 37 | 6.05 |