On positive real transfer functions and the convergence of some recursive schemes
作者： L. Ljung
关键词: Convergence (routing) 、 Identification (information) 、 Structure (category theory) 、 Recursive partitioning 、 Applied mathematics 、 Mathematical optimization 、 Mathematics 、 Recursive least squares filter 、 Recursive Bayesian estimation 、 Transfer function 、 μ operator
摘要: The convergence with probability one of a recently suggested recursive identification method by Landau is investigated. positive realness certain transfer function shown to play crucial role, both for the proof and itself. A completely analogous analysis can be performed also extended least squares self-tuning regulator Astrom Wittenmark. Explicit conditions all these schemes are given. more general structure discussed, as well relations other algorithms.
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