Stochastically fastest convergence BCGM-OR algorithm with a guarantee value.

The BCGM-OR algorithm with a guaranteed value, which optimizes the number of iterations in the block-orthogonal projection algorithm to which the conjugate gradient technique is applied and which guarantees the stability of operation, provides an upper bound on estimation error through the setting of a guaranteed value. As such, it has significantly improved the estimation accuracy without sacrificing the excellent tracking capacity of the block-orthogonal projection algorithm. On the other hand, regarding the learning identification method in which the block size used in the block-orthogonal projection algorithm is set to 1, a step gain (the stochastically fastest step gain) that maximizes the rate of convergence in addition to the setting of a guaranteed value has been demonstrated. Based on the stochastically fastest step gain on the learning identification method, this paper proposes a technique wherein a similar method is introduced into the BCGM-OR algorithm with a guaranteed value and validates its effectiveness. © 2002 Wiley Periodicals, Inc. Electron Comm Jpn Pt 3, 86(3): 87–98, 2003; Published online in Wiley InterScience (<URL>www.interscience.wiley.com</URL>). DOI 10.1002/ecjc.1143 [ABSTRACT FROM AUTHOR]