Convergence Analysis of the Hierarchical Least Squares Algorithm for Bilinear-in-Parameter Systems

This paper studies the convergence of the hierarchical identification algorithm for bilinear-in-parameter systems. By replacing the unknown variables in the information vector with their estimates, a hierarchical least squares algorithm is derived based on the model decomposition. The proposed algorithm has higher computational efficiency than the over-parameterization model-based recursive least squares algorithm. The performance analysis shows that the parameter estimation errors converge to zero under persistent excitation conditions. The effectiveness of the proposed algorithm is verified by simulation examples.

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