Adaptive algorithms with filtered regressor and filtered error

Abstract

This paper presents a unified framework for the analysis of several discrete time adaptive parameter estimation algorithms, including RML with nonvanishing stepsize, several ARMAX identifiers, the Landau-style output error algorithms, and certain others for which no stability proof has yet appeared. A general algorithmic form is defined, incorporating a linear time-varying regressor filter and a linear time-varying error filter. Local convergence of the parameters in nonideal (or noisy) environments is shown via averaging theory under suitable assumptions of persistence of excitation, small stepsize, and passivity. The excitation conditions can often be transferred to conditions on external signals, and a small stepsize is appropriate in a wide range of applications. The required passivity is demonstrated for several special cases of the general algorithm.