New Results on Parameter Estimation via Dynamic Regressor Extension and Mixing: Continuous and Discrete-time Cases
원문 초록
We present some new results on the dynamic regressor extension and mixing parameter estimators for linear regression models recently proposed in the literature. This technique has proven instrumental in the solution of several open problems in system identification and adaptive control. The new results include: (i) a unified treatment of the continuous and the discrete-time cases; (ii) the proposal of two new extended regressor matrices, one which guarantees a quantifiable transient performance improvement, and the other exponential convergence under conditions that are strictly weaker than regressor persistence of excitation; and (iii) an alternative estimator ensuring parameter estimation in finite-time that retains its alertness to track time-varying parameters. Simulations that illustrate our results are also presented.
함께 살펴볼 논문
공통 태그를 근거로 연결했습니다. 실제 인용 관계나 논문의 우수성을 뜻하지 않습니다.
Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing
A Simple Approximate Bayesian Inference Neural Surrogate for Stochastic Petri Net Models
Robust Spatiotemporal Epidemic Modeling with Integrated Adaptive Outlier Detection
Active Learning for Manifold Gaussian Process Regression
IMC-PINN-FE: A Physics-Informed Neural Network for Patient-Specific Left Ventricular Finite Element Modeling with Image Motion Consistency and Biomechanical Parameter Estimation
Vector Contrastive Learning For Pixel-Wise Pretraining In Medical Vision
토론
이 논문과 연결된 포럼 글이 아직 없습니다.