Generation of new exciting regressors for consistent on-line estimation for a scalar parameter

04/06/2021
by   Alexey Bobtsov, et al.
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In this paper the problem of estimation of a single parameter from a linear regression equation in the absence of sufficient excitation in the regressor is addressed. A novel procedure to generate a new exciting regressor is proposed. The superior performance of a classical gradient estimator using this new regressor, instead of the original one, is illustrated with comprehensive simulations.

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