“Convergence Properties of an Extended Least Squares (ELS) Variant”

Authors: Rolf Henriksen,
Affiliation: NTNU, Department of Engineering Cybernetics
Reference: 2000, Vol 21, No 2, pp. 105-119.

Keywords: ELS methods, convergence analysis, adaptive control

Abstract: By factorizing the A- and B-polynomials in an ARMAX model and filtering the input/output data with the appropriate factors thereof, the parameters of the model can be estimated in a decentralized fashion. This may improve the robustness of sonic estimators significantly, e.g., when applied to very stiff systems. Earlier work on these techniques has established both local and global properties for some LS, IV, and PE variants. An ELS variant has, however, never been considered, and a variant of this type is introduced. Local and global convergence properties of this variant are analyzed.

PDF PDF (3245 Kb)        DOI: 10.4173/mic.2000.2.3

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BibTeX:
@article{MIC-2000-2-3,
  title={{Convergence Properties of an Extended Least Squares (ELS) Variant}},
  author={Henriksen, Rolf},
  journal={Modeling, Identification and Control},
  volume={21},
  number={2},
  pages={105--119},
  year={2000},
  doi={10.4173/mic.2000.2.3},
  publisher={Norwegian Society of Automatic Control}
};