• DocumentCode
    968011
  • Title

    A stopping rule for least-squares identification

  • Author

    Yin, G.

  • Author_Institution
    Dept. of Math., Wayne State Univ., Detroit, MI, USA
  • Volume
    34
  • Issue
    6
  • fYear
    1989
  • fDate
    6/1/1989 12:00:00 AM
  • Firstpage
    659
  • Lastpage
    662
  • Abstract
    A stopping rule for least-squares identification is developed. The stopping rule is determined by the construction of a confidence ellipsoid. For any predetermined estimation error ε>0, if the iterates are inside of an ellipsoidal confidence region with volume less than or equal to εr, then the recursive online algorithm will be terminated with high probability
  • Keywords
    identification; least squares approximations; confidence ellipsoid; least-squares identification; recursive online algorithm; stopping rule; Adaptive control; Convergence; Ellipsoids; Estimation error; Linear systems; Mathematics; Parameter estimation; Recursive estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.24244
  • Filename
    24244
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=968011