# Exponential convergence of recursive least squares with forgetting factor for multiple-output systems

arXiv: https://arxiv.org/abs/2003.07334 · HTML: https://mlsanity.com/paper/2003.07334/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 Mar 2020.

## Built on by (most cited first, 1 of 1)

- [Decentralized and Privacy-Preserving Learning of Approximate Stackelberg Solutions in Energy Trading Games with Demand Response Aggregators](https://mlsanity.com/paper/2304.02086/) (2023)

## Abstract (arXiv)

We extend results of the recursive-least-squares-with-forgetting-factor identifier for single-input-single-output systems to the multiple-output case by, under the assumption of persistence of excitation, deriving the corresponding minimized objective function and by showing exponential convergence of the estimation error.