Chen Zengqiang, Lin Maoqiong, Yuan Zhuzhi. Convergence and Stability of Recursive Damped Least Square Algorithm[J]. Applied Mathematics and Mechanics, 2000, 21(2): 209-214.
Citation: Chen Zengqiang, Lin Maoqiong, Yuan Zhuzhi. Convergence and Stability of Recursive Damped Least Square Algorithm[J]. Applied Mathematics and Mechanics, 2000, 21(2): 209-214.

Convergence and Stability of Recursive Damped Least Square Algorithm

  • Received Date: 1998-09-03
  • Rev Recd Date: 1999-01-04
  • Publish Date: 2000-02-15
  • The recursive least square is widely used in parameter identification.But it is easy to bring about the phenomena of parameters burst-off.A convergence analysis of a more stable identification algorithm-recursive damped least square is proposed.This is done by normalizing the measurement vector entering into the identification algorithm.It is shown that the parametric distance converges to a zero mean random variable.It is also shown that under persistent excitation condition,the condition number of the adaptation gain matrix is bounded,and the variance of the parametric distance is bounded
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