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A Robustness Analysis of Gauss-Newton Recursive Methods (1995)  (Make Corrections)  (1 citation)
Markus Rupp, Ali H. Sayed



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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)

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...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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