Convergence analysis of the auxiliary model identification algorithm for multivariable systems

Kongzhi Lilun Yu Yingyong/Control Theory and Applications

Volumn 14, Issue 2, 1997, Pages

  Ding, Feng ^a  

^a TSINGHUA UNIVERSITY   (China)

Author keywords

Auxiliary model identification algorithm; Conditional number; Martingale convergence theorem; Multivariable system; Parameter estimation

Indexed keywords

EID: 3843055851     PISSN: 10008152     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (12)

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3. El-Sherief, H. and Sinha, N. K.. Choices of models for the identification of linear multivariable discrete-time systems. IEE Proc. Pt.D, 1979, 126(12): 1326-1330
4. El-Sherief, H.. Parametric identification of a state-space model of multivariable systems using the extended least-squares method. IEEE Trans., SMC, 1981, 11(3), 223-227
5. Solo, V.. The convergence of AML. IEEE Trans. Automat. Contr., 1989, AC-24(6): 958-962
6. Lai, T.L. and Ying, Z. L.. Recursive identification and adaptive prediction in linear stochastic systems. SIAM J. Control and Optimization, 1991, 29(5): 1061-1090
7. Chen, H. F. and Guo, L.. Convergence rate of least-squares identification and adaptive Control for stochastic systems. Int. J. Control, 1986, 44(5): 1459-1476