Adaptive identification via prediction-error directional-forgetting factor: convergence analysis

1 December 1989

journal article
research article
Published by Taylor & Francis in International Journal of Control

Vol. 50 (6) , 2407-2421
https://doi.org/10.1080/00207178908953507

Abstract

The prediction-error directional-forgetting factor algorithm suitably incorporates the features of the directional-forgetting and prediction-error-forgetting algorithms. Under the assumption that the data generation mechanism is deterministic and subject to a constant parameter, it is shown that the algorithm is convergent, but not exponentially convergent. Furthermore, a modification is proposed that leads to an exponentially convergent algorithm.

Keywords

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