On Positive Real Transfer Functions and the Convergence of some Recursive Schemes
1977 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 22, no 4, 539-551 p.Article in journal (Refereed) Published
The convergence with probability one of a recently suggested recursive identification method by Landau is investigated. The positive realness of a certain transfer function is shown to play a crucial role, both for the proof of convergence and for convergence itself. A completely analogous analysis can be performed also for the extended least squares method and for the self-tuning regulator of Åström and Wittenmark. Explicit conditions for convergence of all these schemes are given. A more general structure is also discussed, as well as relations to other recursive algorithms.
Place, publisher, year, edition, pages
IEEE Control Systems Society , 1977. Vol. 22, no 4, 539-551 p.
Adaptive estimation, Linear systems, Parameter identification, Positive real functions, Recursive estimation, Transfer functions
IdentifiersURN: urn:nbn:se:liu:diva-100858DOI: 10.1109/TAC.1977.1101552OAI: oai:DiVA.org:liu-100858DiVA: diva2:664048