DocumentCode
2853092
Title
Adaptive identification by stochastic approximation
Author
Vellekoop, Michel ; Bagchi, Arunabha
Author_Institution
Centre for Process Syst. Eng., Imperial Coll. of Sci., Technol. & Med., London, UK
Volume
4
fYear
1995
fDate
13-15 Dec 1995
Firstpage
3865
Abstract
In this paper a new identifier for continuous-time SISO systems is proposed which differs from a widely studied adaptive scheme only by a time-varying “gain” term, inspired by results in stochastic approximation. We prove that this small modification makes the identifier robust to the presence of noise and along the way we derive a stability result for differential equations driven by diminishingly exciting signals
Keywords
adaptive estimation; approximation theory; differential equations; identification; stability; adaptive identification; continuous-time SISO systems; differential equations; diminishingly exciting signals; robust identifier; stochastic approximation; time-varying gain term; Approximation algorithms; Convergence; Differential equations; Least squares approximation; Linear systems; Robust stability; Stochastic processes; Stochastic resonance; Stochastic systems; Working environment noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.479202
Filename
479202
Link To Document