Identifiability implies robust, globally exponentially convergent on-line parameter estimation. (English) Zbl 07913809
Summary: In this paper we propose a new parameter estimator that ensures global exponential convergence of linear regression models requiring only the necessary assumption of identifiability of the regression equation, which we show is equivalent to interval excitation of the regressor vector. An extension to – separable and monotonic – nonlinear parameterisations is also given. The estimators are shown to be robust to additive measurement noise and – not necessarily slow-parameter variations. Moreover, a version of the estimator that is robust with respect to sinusoidal disturbances with unknown internal model is given. Simulation results that illustrate the performance of the estimator compared with other algorithms are given.
MSC:
| 93E10 | Estimation and detection in stochastic control theory |
References:
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