Abstract
A convergence rate estimate is derived for the homogeneous gradient-based
adaptive linear estimator algorithm. This estimate involves the eigenvalues of the regression vecror covariance matrix, yielding a useful measvre 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.
adaptive linear estimator algorithm. This estimate involves the eigenvalues of the regression vecror covariance matrix, yielding a useful measvre 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 language | English |
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| Title of host publication | IFAC Proceedings Series |
| Pages | 60–64 |
| Publication status | Published - 1984 |