Premium
A counter example to the exponential convergence of the directional forgetting algorithm
Author(s) -
Bittanti S.,
Bolzern P.,
Campi M.
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.4480040305
Subject(s) - forgetting , convergence (economics) , exponential growth , algorithm , exponential function , tracking (education) , computer science , mathematics , control theory (sociology) , mathematical optimization , artificial intelligence , mathematical analysis , pedagogy , philosophy , linguistics , economics , economic growth , control (management) , psychology
In this paper it is shown that the so‐called directional forgetting algorithm is not exponentially convergent. This is a major drawback since it implies poor tracking performance in the case of time‐varying parameters.