Title :
Persistance of excitation on least squares
Author_Institution :
University of Newcastle, New South Wales, Australia
Abstract :
In least squares parameter estimation schemes "persistency of excitation" conditions on the plant states are required for consistent estimation. Here, these "persistency of excitation" conditions are translated into "sufficiently rich" conditions on the plant noise and inputs. With sufficiently rich input signals, convergence rates of prediction errors improve, as do robustness properties.
Keywords :
Convergence; Least squares methods;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269263