TY - JOUR
T1 - Performance limitations of adaptive parameter estimation and system identification algorithms in the absence of excitation
AU - Tsakalis, Konstantinos
N1 - Funding Information:
Acknowledgements-This work was supported by the NationalS cienceF oundationu nder RIA grantE C.%911 1346. The author would also like to thank L. Praly. J. Sun, P. V. Kokotovic, M. Krstic and P. A. Ioannou for numerous invaluabled iscussionsa nd the anonymousr eviewersf or their insightfulr emarks.
PY - 1996/4
Y1 - 1996/4
N2 - We address the problem of fundamental performance limitations in adaptive parameter estimation and system identification, occurring in environments where perturbations are present but there is lack of sufficient excitation. We construct a simple yet general bursting scenario to derive an analytical lower bound on the worst-case peak steady-state error for a wide class of parameter estimation and system identification algorithms. Our results show that in the absence of any input constraints, arbitrarily small perturbations impose a serious performance limitation, in the sense that the worst-case performance deteriorates proportionally with the size of the parametric uncertainty set.
AB - We address the problem of fundamental performance limitations in adaptive parameter estimation and system identification, occurring in environments where perturbations are present but there is lack of sufficient excitation. We construct a simple yet general bursting scenario to derive an analytical lower bound on the worst-case peak steady-state error for a wide class of parameter estimation and system identification algorithms. Our results show that in the absence of any input constraints, arbitrarily small perturbations impose a serious performance limitation, in the sense that the worst-case performance deteriorates proportionally with the size of the parametric uncertainty set.
KW - Burst phenomena
KW - Parameter estimation algorithms
KW - Performance limits
KW - Persistent excitation
KW - System identification algorithms
KW - Time-varying systems
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U2 - 10.1016/0005-1098(95)00163-8
DO - 10.1016/0005-1098(95)00163-8
M3 - Article
AN - SCOPUS:0030126072
SN - 0005-1098
VL - 32
SP - 549
EP - 560
JO - Automatica
JF - Automatica
IS - 4
ER -