The Convergence of an Instrumental-Variable Like Recursion.
Abstract
For the prediction of signals in real time it is often necessary to estimate the parameters of a signal model in real time also. A large number of these so called recursive parameter estimation schemes have been suggested and the basic question for these schemes is whether or not they converge and whether they have to be monitored to ensure they do. This work deals with the convergence analysis of one (or only two known) particular recursion(s) that does not require monitoring. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1980
- Accession Number
- ADA093632
Entities
People
- V. Solo
Organizations
- University of Wisconsin–Madison