Existence of stationary points for pseudo-linear regression identificationalgorithms

Citation
Pa. Regalia et al., Existence of stationary points for pseudo-linear regression identificationalgorithms, IEEE AUTO C, 44(5), 1999, pp. 994-998
Citations number
18
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
44
Issue
5
Year of publication
1999
Pages
994 - 998
Database
ISI
SICI code
0018-9286(199905)44:5<994:EOSPFP>2.0.ZU;2-6
Abstract
The authors prove existence of a stable transfer function satisfying the no nlinear equations characterizing an asymptotic stationary point, in undermo deled cases, for a class of pseudo-linear regression algorithms, including Landau's algorithm, the Feintuch algorithm, and (S)HARF. The proof applies to all degrees of undermodeling and assumes only that the input power spect ral density function is bounded and nonzero for all frequencies and that th e compensation filter is strictly minimum phase. Some connections to previo us stability analyses for reduced-order identification in this algorithm cl ass are brought out.