An upper bound for the recursive least squares estimation error

A new upper bound for the convergence rate of recursive least squares (RLS) errors is presented. The bound is free of some deficiencies of a cell-known RLS upper bound and allows a realistic assessment of factors influencing convergence rate, such as input-output data scaling, disturbances, signal-to-noise ratio, number of estimated parameters, data discounting, and excitation properties of plant inputs. Some of the properties of the new bound are discussed.<
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