Referenced Items are not available for this document.
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
Published in:
Automatic Control, IEEE Transactions on
(Volume:40
,
Issue:
9
)
Date of Publication: Sep 1995
- Page(s):
- 1655 - 1660
- ISSN :
- 0018-9286
- INSPEC Accession Number:
- 5068566
- Digital Object Identifier :
- 10.1109/9.412640
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Sep 1995
- Sponsored by :
- IEEE Control Systems Society
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