Convergence and Stability of Recursive Damped Least Square Algorithm

Chen Zengqiang; Lin Maoqiong; Yuan Zhuzhi

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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.

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.

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Convergence and Stability of Recursive Damped Least Square Algorithm

Department of Computer and System Science, Nankai University, Tianjin 300071, P. R. China

Received Date: 1998-09-03
Rev Recd Date: 1999-01-04
Publish Date: 2000-02-15

Abstract

Abstract

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
- system identification,
- damped least square,
- recursive algorithm,
- convergence,
- stability

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References(5)

References

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