DocumentCode
2818921
Title
Convergence analysis of a recursive identification algorithm for nonlinear ODE models with a restricted black-box parameterization
Author
Brus, Linda
Author_Institution
Uppsala Univ., Uppsala
fYear
2007
fDate
12-14 Dec. 2007
Firstpage
5729
Lastpage
5736
Abstract
A convergence analysis is performed for a recursive prediction error method based on a restricted black-box parameterization. Sufficient conditions to obtain convergence to a minimum of the criterion function are formulated. This proves that convergence to the true parameter vector is possible. The analysis exploits averaging analysis using an associated ordinary differential equation.
Keywords
control system analysis; convergence; differential equations; nonlinear control systems; recursive estimation; averaging analysis; convergence analysis; nonlinear ODE model; ordinary differential equation; recursive identification algorithm; recursive prediction error method; restricted black-box parameterization; Algorithm design and analysis; Computer errors; Convergence; Differential equations; Information analysis; Information technology; Linear systems; Performance analysis; Stability; USA Councils;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2007 46th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
978-1-4244-1497-0
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2007.4434275
Filename
4434275
Link To Document