PDF-Bounded Error Identification of TimeVarying Parameters by RLS Techniques Sergio Bittanti and Marco Campi AbsbaetThe performance of the Recursive Least Squares algorithm with constant forgetting fact

Name: PDF-Bounded Error Identification of TimeVarying Parameters by RLS Techniques Sergio Bittanti and Marco Campi AbsbaetThe performance of the Recursive Least Squares algorithm with constant forgetting fact
Uploaded: 2014-12-19
Channel: briana-ranney
Description: It is shown that the mean square tracking error keeps bounded if and only if the socalled covariance matrix of the algorithm is L1hounded Then a feasibfity range for the forgetting factor is worked out in correspondence of which the covariance matri

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Published 2014-12-19 . 712 views

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PDF-Bounded Error Identification of TimeVarying Parameters by RLS Techniques Sergio Bittanti and Marco Campi AbsbaetThe performance of the Recursive Least Squares algorithm with constant forgetting fact thumbnail

It is shown that the mean square tracking error keeps bounded if and only if the socalled covariance matrix of the algorithm is L1hounded Then a feasibfity range

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PDF-Bounded Error Identification of TimeVarying Parameters by RLS Techniques Sergio Bittanti and Marco Campi AbsbaetThe performance of the Recursive Least Squares algorithm with constant forgetting fact

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