Exponential convergence of recursive least squares with forgetting factor for multiple-output systems

Sven Brüggemann; Robert R. Bitmead

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arXiv · 2003.07334

Exponential convergence of recursive least squares with forgetting factor for multiple-output systems

Sven Brüggemann·Robert R. Bitmead

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Abstract

We extend results of the recursive-least-squares-with-forgetting-factor identifier for single-input-single-output systems to the multiple-output case by, under the assumption of persistence of excitation, deriving the corresponding minimized objective function and by showing exponential convergence of the estimation error.

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BibTeX RIS

Sven Brüggemann, Robert R. Bitmead. 2020-03-16. Exponential convergence of recursive least squares with forgetting factor for multiple-output systems. https://arxiv.org/abs/2003.07334

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