IEEE - Institute of Electrical and Electronics Engineers, Inc. - A robust algorithm for random parameter tracking

Author(s): A. Juditsky ; P. Priouret
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 1994
Volume: 39
Page Count: 11
Page(s): 1,211 - 1,221
ISSN (Paper): 0018-9286
ISSN (Online): 1558-2523
DOI: 10.1109/9.293180
Regular:

An algorithm for tracking time-varying parameters is studied. It is shown to be exponentially stable independently of the choice of algorithm parameters. We derive some useful nonasymptotic... View More

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