Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Recursive estimators with Markovian jumps
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-9368-3079
2012 (English)In: Systems & control letters (Print), ISSN 0167-6911, E-ISSN 1872-7956, Vol. 61, no 10, p. 1009-1016Article in journal (Refereed) Published
Abstract [en]

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, p. 1009-1016
Keywords [en]
Adaptive estimation, Event-triggered Markovian jumps, Joint spectral radius, Non-minimum phase zeros, Recursive estimation, Stochastic approximation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-103534DOI: 10.1016/j.sysconle.2012.07.003ISI: 000309628000007Scopus ID: 2-s2.0-84865742887OAI: oai:DiVA.org:kth-103534DiVA, id: diva2:560590
Funder
ICT - The Next Generation
Note

QC 20121015

Available from: 2012-10-15 Created: 2012-10-15 Last updated: 2017-12-07Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records BETA

Hjalmarsson, Håkan

Search in DiVA

By author/editor
Huang, LirongHjalmarsson, Håkan
By organisation
Automatic ControlACCESS Linnaeus Centre
In the same journal
Systems & control letters (Print)
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 62 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf