Title :
On the convergence properties of a time-varying recursion
Author :
Stoica, Petre ; Söderström, Torsten
Author_Institution :
Syst. & Control Group, Uppsala Univ., Sweden
fDate :
5/1/1995 12:00:00 AM
Abstract :
The paper makes a number of remarks on the convergence properties of a time-varying recursion that appears in several signal/system parameter estimation problems. Among others, it is shown by means of an example that the recursion in question can be divergent.<>
Keywords :
convergence of numerical methods; recursive estimation; signal processing; time-varying systems; convergence properties; signal parameter estimation problems; system parameter estimation problems; time-varying recursion; Automatic control; Control systems; Convergence; Councils; Eigenvalues and eigenfunctions; Iterative algorithms; Linear matrix inequalities; Parameter estimation; Sufficient conditions; Time varying systems;
Journal_Title :
Signal Processing Letters, IEEE
