DocumentCode
3472076
Title
On the performance of the recursive least squares method in the presence of bounded disturbances
Author
Gunnarsson, Svante
Author_Institution
Dept. of Electr. Eng., Linkoping Univ., Sweden
fYear
1991
fDate
11-13 Dec 1991
Firstpage
762
Abstract
The author considers the performance of the recursive least squares method when applied to problems where the measured signal is corrupted by noise, which is bounded but otherwise of unknown characteristics. An asymptotic expression for the bound on the parameter estimation error is derived using ideas from bounding ellipsoid algorithms
Keywords
least squares approximations; parameter estimation; signal processing; asymptotic expression; bounded disturbances; bounding ellipsoid algorithms; disturbance signals; identification; noise; parameter estimation error; recursive least squares method; Algorithm design and analysis; Delay effects; Electric variables measurement; Ellipsoids; Least squares methods; Noise measurement; Parameter estimation; Signal processing; Time invariant systems; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location
Brighton
Print_ISBN
0-7803-0450-0
Type
conf
DOI
10.1109/CDC.1991.261414
Filename
261414
Link To Document