3 search results - page 1 / 1 » Stochastic Analysis of the LMS Algorithm for System Identifi... |
TSP
2008
13 years 4 months ago
2008
This paper studies the behavior of the low-rank least mean squares (LMS) adaptive algorithm for the general case in which the input transformation may not capture the exact input s...
AUTOMATICA
2006
13 years 4 months ago
2006
It is known that many subspace algorithms give biased estimates for closed-loop data due to the existence of feedback. In this paper we present a new subspace identification metho...
AUTOMATICA
2005
13 years 4 months ago
2005
We study statistical consistency of two recently proposed subspace identification algorithms for closed-loop systems. These algorithms een as implementations of an abstract state-...