DocumentCode
1427538
Title
An on-line least-squares parameter estimator with finite convergence time
Author
Ortega, Romeo
Author_Institution
Fac. de Ingenieria, Univ. Nacional Autonoma de Mexico, Mexico
Volume
76
Issue
7
fYear
1988
fDate
7/1/1988 12:00:00 AM
Firstpage
847
Lastpage
848
Abstract
An online parameter-estimation algorithm is presented which has the following features: (1) it reduces to the linear least-squares (LS) estimator after a set of regression vectors that span the full dimension of the parameter space has been processed, and (2) when the regression model is linear in the parameters, the parameter and prediction errors converge to zero in finite time. Both continuous- and discrete-time versions of the algorithm are given
Keywords
convergence of numerical methods; least squares approximations; parameter estimation; continuous time; discrete-time versions; finite convergence time; linear least-squares; on-line least-squares parameter estimator; parameter space; prediction errors; regression model; regression vectors; Circuits; Convergence; Digital modulation; Equations; Notice of Violation; Parameter estimation; Signal processing; Signal processing algorithms; Speech processing; Time measurement;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/5.7153
Filename
7153
Link To Document