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CONVERGENCE RATE DETERMINATION FOR GRADIENT-BASED ADAPTIVE ESTIMATORS.

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Date

1985

Authors

Bitmead, R. R.
Anderson, B. D.O.
Tung Sang Ng, Sang Ng

Journal Title

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Publisher

r IFAC by Pergamon Press

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Research Projects

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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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Citation

URI

https://hdl.handle.net/1885/733803237

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ANU Research Publications

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Type

Conference paper

Book Title

IFAC Proceedings Series

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Publication

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Restricted until

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