(Enter summary)
Abstract: We provide a time-domain robustness analysis
of Gauss-Newton recursive methods that are often employed
in identification and control. Several free parameters
are included in the filter description while combining
the covariance update and the weight-vector update, with
the exponentially weighted recursive-least-squares (RLS)
algorithm being an important special case. One of the contributions
of this work is to show that by properly selecting
the free parameters, the resulting filter can be
... (Update)
Context of citations to this paper: More
...the inertia conditions of Theorem 7.1 can also form the basis for general square root algorithms and this will be discussed elsewhere. Further connections with system theory and recent applications to problems in linear and nonlinear adaptive filtering can be found in ##CITE##[SR95a, SR95b,...
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BibTeX entry: (Update)
M. Rupp and A. H. Sayed. A robustness analysis of Gauss-Newton recursive methods. To appear in Proc. Conference on Decision and Control, New Orleans, LA, Dec. 1995. Ali H. Sayed Dept. of Electrical and Computer Engineering http://citeseer.ist.psu.edu/rupp95robustness.html More
@misc{ rupp95robustness,
author = "M. Rupp and A. Sayed",
title = "A robustness analysis of Gauss-Newton recursive methods",
text = "M. Rupp and A. H. Sayed. A robustness analysis of Gauss-Newton recursive
methods. To appear in Proc. Conference on Decision and Control, New Orleans,
LA, Dec. 1995. Ali H. Sayed Dept. of Electrical and Computer Engineering",
year = "1995",
url = "citeseer.ist.psu.edu/rupp95robustness.html" }
Citations (may not include all citations):
815
Adaptive Filter Theory (context) - Haykin - 1991
244
Theory and Practice of Recursive Identification (context) - Ljung, Soderstrom - 1983
243
Nonlinear Systems (context) - Khalil - 1992
169
Nonlinear Systems Analysis (context) - Vidyasagar - 1993
99
Linear Robust Control (context) - Green, Limebeer - 1995
59
A state-space approach to adaptive RLS filtering
- Sayed, Kailath - 1994
32
Prediction and Control (context) - Goodwin, Sin et al. - 1984
23
Adaptive Control: The Model Reference Approach (context) - Landau - 1979
14
A time-domain feedback analysis of adaptive gradient algorit..
- Sayed, Rupp - 1995
10
Parameter Estimation (context) - Sorenson - 1980
9
Filtering and smoothing in an H 1 \Gamma setting (context) - Khargonekar, Nagpal - 1991
3
H 1 \Gammaoptimal estimation: A tutorial (context) - Shaked, Theodor - 1992
3
A class of adaptive nonlinear H 1 -filters with guaranteed l.. (context) - Sayed, Rupp - 1995
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