New Convergence Results for the Least Squares Identification Algorithm
نویسندگان
چکیده
منابع مشابه
New Convergence Results for the Least Squares Identification Algorithm
Abstract: The basic least squares method for identifying linear systems has been extensively studied. Conditions for convergence involve issues about noise assumptions and behavior of the sample covariance matrix of the regressors. Lai and Wei proved in 1982 convergence for essentially minimal conditions on the regression matrix: All eigenvalues must tend to infinity, and the logarithm of the l...
متن کاملNew Convergence Results for Least Squares Identification Algorithm, Report no. LiTH-ISY-R-2904
The basic least squares method for identifying linear systems has been extensively studied. Conditions for convergence involve issues about noise assumptions and behavior of the sample covariance matrix of the regressors. Lai and Wei proved in 1982 convergence for essentially minimal conditions on the regression matrix: All eigenvalues must tend to in nity, and the logarithm of the largest eige...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2008
ISSN: 1474-6670
DOI: 10.3182/20080706-5-kr-1001.00845