Technical Report 2004-053

Recursive Algorithms for Estimating the Parameters in a One Dimensional Heat Diffusion System: Analysis

Bharath Bhikkaji, Kaushik Mahata, and Torsten Söderström

November 2004

In [5], we have proposed two recursive algorithms in the frequency domain to estimate the parameters of a one dimensional heat diffusion system. There in, we have discussed in detail the construction and the implementation of the algorithms. Further in [5], we observed the convergence of the proposed algorithms using certain numerical examples. In this paper, we analyse the convergence of these algorithms from a theoretical perspective.

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