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CONVERGENCE AND EXPONENTIAL CONVERGENCE OF IDENTIFICATION ALGORITHMS WITH DIRECTIONAL FORGETTING FACTOR

被引：65
作者：
BITTANTI, S
BOLZERN, P
CAMPI, M
机构：
[1] POLITECN MILAN,DIPARTIMENTO ELETTRON,I-20133 MILAN,ITALY
[2] CNR,CTR TEORIA SISTEMI,I-20133 MILAN,ITALY
来源：
AUTOMATICA | 1990年 / 26卷 / 05期
关键词：
adaptive systems; convergence analysis; deterministic analysis; Identification; recursive least squares;
D O I：
10.1016/0005-1098(90)90012-7
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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. © 1990.
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页码：929 / 932
页数：4
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