no code implementations • 16 Jun 2021 • Marina Korotina, Jose Guadalupe Romero, Stanislav Aranovskiy, Alexey Bobtsov, Romeo Ortega
In this paper, we prove that it is possible to estimate online the parameters of a classical vector linear regression equation $ Y=\Omega \theta$, where $ Y \in \mathbb{R}^n,\;\Omega \in \mathbb{R}^{n \times q}$ are bounded, measurable signals and $\theta \in \mathbb{R}^q$ is a constant vector of unknown parameters, even when the regressor $\Omega$ is not persistently exciting.
