Topics in matrix analysis
Adaptation and tracking in system identification—a survey
Automatica (Journal of IFAC) - Identification and system parameter estimation
Automatica (Journal of IFAC)
Analysis of the Kalman filter based estimation algorithm: an orthogonal decomposition approach
Automatica (Journal of IFAC)
Brief paper: Elementwise decoupling and convergence of the Riccati equation in the SG algorithm
Automatica (Journal of IFAC)
Hi-index | 22.15 |
Stationary properties of a recently suggested windup prevention scheme for recursive parameter estimation are investigated in the case of insufficient excitation. When the regressor vector contains data covering the whole parameter space, the algorithm has only one stationary point, the one defined by a weighting matrix. If the excitation is insufficient, the algorithm is shown to possess a manifold of stationary points and a complete parametrization of this manifold is given. However, if the past excitation conditions already caused the algorithm to converge to a certain point, the stationary solution would not be affected by current lack of excitation. This property guarantees good anti-windup properties of the studied parameter estimation algorithm.