Partial convergence of extended least squares for insufficiently excited linear systems | Zendy

Viano MarieClaude | Zendy

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Partial convergence of extended least squares for insufficiently excited linear systems

Author(s) -

Viano MarieClaude

Publication year - 1990

Publication title -

international journal of adaptive control and signal processing

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.73

H-Index - 66

eISSN - 1099-1115

pISSN - 0890-6327

DOI - 10.1002/acs.4480040303

Subject(s) - convergence (economics) , least squares function approximation , mathematics , recursive least squares filter , linear system , mathematical optimization , control theory (sociology) , computer science , algorithm , mathematical analysis , statistics , adaptive filter , control (management) , estimator , artificial intelligence , economics , economic growth

We establish the almost sure convergence of recursive extended least squares towards a linear space when the deterministic input fails to furnish enough excitation to the underlying ARMAX system for a consistent estimation of its coefficients. A speed of convergence is obtained.

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