Title :
Adaptive estimation of positive parameters
Author_Institution :
Dept. of Stat., Macquarie Univ., Sydney, NSW, Australia
Abstract :
In a number of applications in adaptive control and signal processing parameters need to be positive e.g. adaptive time delay estimation, adaptive control of parabolic partial differential equations. Projection methods can be used to ensure positivity but they have poor transient properties and loss of statistical efficiency. Here, a multiplicative algorithm is introduced that guarantees positivity in a natural way. The algorithm is nonlinear and stability analysis is provided by a perturbed Lyapunov function method
Keywords :
Lyapunov methods; adaptive control; parameter estimation; partial differential equations; signal processing; stability; adaptive control; adaptive parameter estimation; adaptive time delay estimation; nonlinear algorithm; parabolic partial differential equations; perturbed Lyapunov function method; positive parameters; signal processing; stability analysis; statistical efficiency; Adaptive control; Adaptive estimation; Adaptive signal processing; Delay effects; Delay estimation; Lyapunov method; Partial differential equations; Programmable control; Signal processing algorithms; Stability analysis;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325669
