Exponential convergence of recursive least squares with forgetting factor for multiple-output systems

We extend results of the recursive-least-squares-with-forgetting-factor identifier for single-input-single-output systems to the multiple-output case by, under the assumption of persistence of excitation, deriving the corresponding minimized objective function and by showing exponential convergence...

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Bibliographic Details
Published in:Automatica (Oxford) 2021-02, Vol.124, p.109389, Article 109389
Main Authors: Brüggemann, Sven, Bitmead, Robert R.
Format: Article
Language:English
Subjects:
Adaptive control
Exponential stability
MIMO systems
Recursive least squares
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Summary:We extend results of the recursive-least-squares-with-forgetting-factor identifier for single-input-single-output systems to the multiple-output case by, under the assumption of persistence of excitation, deriving the corresponding minimized objective function and by showing exponential convergence of the estimation error.
ISSN:0005-1098
DOI:10.1016/j.automatica.2020.109389