Exponential convergence of recursive least squares with forgetting factor for multiple-output systems
Optimization and Control
2020-03-17 v1 Systems and Control
Systems and Control
Abstract
We extend results of the recursive-least-squares-with-forgetting-factor identifier for single-input-single-output systems to the multiple-output case by, under the assumption of persistence of excitation, deriving the corresponding minimized objective function and by showing exponential convergence of the estimation error.
Keywords
Cite
@article{arxiv.2003.07334,
title = {Exponential convergence of recursive least squares with forgetting factor for multiple-output systems},
author = {Sven Brüggemann and Robert R. Bitmead},
journal= {arXiv preprint arXiv:2003.07334},
year = {2020}
}
Comments
3 pages plus references. Extension of scalar-output result to multiple outputs. One main theorem and proof