CONVERGENCE RATE DETERMINATION FOR GRADIENT-BASED ADAPTIVE ESTIMATORS

被引：8
作者：
BITMEAD, RR [1 ]
ANDERSON, BDO [1 ]
NG, TS [1 ]
机构：
[1] UNIV WOLLONGONG,DEPT ELECT ENGN,WOLLONGONG,NSW 2500,AUSTRALIA
来源：
AUTOMATICA | 1986年 / 22卷 / 02期
关键词：
CONTROL SYSTEMS; STOCHASTIC - MATHEMATICAL TECHNIQUES - Convergence of Numerical Methods;
D O I：
10.1016/0005-1098(86)90079-8
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
引用
收藏
页码：185 / 191
页数：7
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