Pré-Publication, Document De Travail Année : 2025

Regularization of the DREM procedure for parameter estimation under partial excitation

Résumé

This paper investigates estimating unknown constant parameters in linear regression with measurement noise. It introduces two concepts to analyze different types of excitation of the regressor: partial and feeble. The former indicates the absence of persistent or interval excitation, while the latter characterizes the presence of excitation that is inadequate for efficient estimation in a noisy environment. Furthermore, the paper proposes integrating regularization techniques to improve the estimation performance of the dynamic regressor extension and mixing (DREM) method. This enhancement is scrutinized analytically to gauge the extent of improvement achieved. The efficacy of theoretical findings is illustrated in the simulations.

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Dates et versions

hal-04894803 , version 1 (17-01-2025)

Identifiants

  • HAL Id : hal-04894803 , version 1

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Jian Wang, Stanislav Aranovskiy, Rosane Ushirobira, Denis Efimov. Regularization of the DREM procedure for parameter estimation under partial excitation. 2025. ⟨hal-04894803⟩
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