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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Ljung, L. |
| Copyright Year | 1989 |
| Description | Author affiliation: Dept. of Electr. Eng., Linkoping Univ., Sweden (Ljung, L.) |
| Abstract | A study is made of a fairly general algorithm for tracking properties that can be described in a linear regression form (including autoregressive models and the like). An explicit expression for the mean square error between the estimated and the true (time-varying) parameter is established. For slow adaptation this expression can be arbitrarily well approximated by a much simpler expression. The treatment differs from related studies, using weak convergence theory, averaging, etc., in that the results are not asymptotic in nature and they are applicable also to the transient phase, as well as over unbounded time intervals.< |
| Starting Page | 1392 |
| Ending Page | 1394 |
| File Size | 234726 |
| Page Count | 3 |
| File Format | |
| DOI | 10.1109/CDC.1989.70368 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 1989-12-13 |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Adaptive algorithm Linear regression Recursive estimation Nonlinear filters Mean square error methods Convergence Phase estimation Mechanical factors Parameter estimation Vectors |
| Content Type | Text |
| Resource Type | Article |
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