Analytic center approach to parameter estimation: Convergence analysis

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 4, Issue , 1998, Pages 2293-2296

  Bai, Er Wei ^a   Fu, Minyue ^b   Tempo, Roberto ^c   Ye, Yinyu ^d  

^a University of Iowa   (United States)

^b UNIVERSITY OF NEWCASTLE   (Australia)

^c CNR   (Italy)

^d UNIVERSITY OF IOWA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ANALYTIC CENTER; ASYMPTOTIC PERFORMANCE; CONVERGENCE ANALYSIS; GEOMETRIC INTERPRETATION; LEAST-SQUARES APPROACH; NEW APPROACHES; PARAMETER ESTIMATE; PERSISTENT EXCITATION;

SIGNAL PROCESSING;

PARAMETER ESTIMATION;

EID: 0031634848     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.1998.681607     Document Type: Conference Paper

References (4)

1. Special Issue on Bounded Error Estimation(Part U), Int. J. Adap. Control and Signal Proc, 9, 1995.
2. Bai, E. W., Y. Ye and R. Tempo, "Bounded error parameter estimation: A sequential analytic center approach," Proc. of IEEE Conf on Decision and Control, 1997, to appear
3. Goodwin, G. and K.W. Sin, Adaptive Filtering, Prediction and Control. Prentice-Hall, Engle-wood Cliffs, N.J., 1984.
4. Ljung, L., System Identification: Theory for the Users. Prentice-Hall, Engle-wood Cliffs, N.J., 1987.