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Convergence rate determination for gradient-based adaptive estimators

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Date

1986

Authors

Bitmead, Robert R.
Anderson, Brian D.O.
Ng, Tung Sang

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Abstract

A convergence rate estimate is derived for the homogeneous gradient-based adaptive linear estimator algorithm. This estimate involves the eigenvalues of the regression vector covariance matrix, yielding a useful measure for the choice of input signals for adaptive parameter estimation. The connection between this criterion and those more familiar from nonadaptive system identification is made and comparisons are drawn between the two areas.

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Keywords

Adaptive systems, averaging theory, convergence, parameter estimation, recursive algorithms, stochastic systems

Citation

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https://hdl.handle.net/1885/733766277

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ANU Research Publications

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Automatica

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Journal article

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Publication

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DOI

10.1016/0005-1098(86)90079-8

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