On the Performance of the Recursive Least Squares Method in the Presence of Bounded Disturbances
1991 (English)Report (Other academic)
The author considers the performance of the recursive least squares method when applied to problems where the measured signal is corrupted by noise, which is bounded but otherwise of unknown characteristics. An asymptotic expression for the bound on the parameter estimation error is derived using ideas from bounding ellipsoid algorithms.
Place, publisher, year, edition, pages
Linköping: Linköping University , 1991.
LiTH-ISY-I, ISSN 8765-4321 ; 1299
Recursive identifcation, Uncertainty bounds, Recursive least squares, Asymptotic properties, Bounding ellipsoid, Parameter estimation, Signal processing
IdentifiersURN: urn:nbn:se:liu:diva-55485OAI: oai:DiVA.org:liu-55485DiVA: diva2:316118