CONVERGENCE RATE DETERMINATION FOR GRADIENT-BASED ADAPTIVE ESTIMATORS.

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

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Citations (Scopus)

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.

Original languageEnglish
Title of host publicationIFAC Proceedings Series
Publisherr IFAC by Pergamon Press
Pages665-669
Number of pages5
ISBN (Print)0080316689
Publication statusPublished - 1985

Publication series

NameIFAC Proceedings Series
ISSN (Print)0741-1146

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