Recursive estimators with Markovian jumps
2012 (English)In: Systems & control letters (Print), ISSN 0167-6911, E-ISSN 1872-7956, Vol. 61, no 10, 1009-1016 p.Article in journal (Refereed) Published
Recursive stochastic algorithms have various applications. In the literature, it is assumed that the true value lies in a connected domain. But, in many cases, it is known that the true value is contained in the union of a finite number of pairwise disjoint sets instead of a connected domain. In these situations, the existing algorithms may be not applicable. To cope with this problem, this paper proposes recursive stochastic algorithms with (event-triggered) Markovian jumps and presents sufficient conditions for almost sure convergence of the proposed algorithms. As an example of applications, this paper significantly improves an existing adaptive algorithm with the proposed method for consistent estimation of non-minimum phase zeros.
Place, publisher, year, edition, pages
2012. Vol. 61, no 10, 1009-1016 p.
Adaptive estimation, Event-triggered Markovian jumps, Joint spectral radius, Non-minimum phase zeros, Recursive estimation, Stochastic approximation
IdentifiersURN: urn:nbn:se:kth:diva-103534DOI: 10.1016/j.sysconle.2012.07.003ISI: 000309628000007ScopusID: 2-s2.0-84865742887OAI: oai:DiVA.org:kth-103534DiVA: diva2:560590
FunderICT - The Next Generation
QC 201210152012-10-152012-10-152013-04-11Bibliographically approved