Given a linear regression model in discrete-time containing a vector of p constant uncertain parameters, this paper addresses the problem of designing an exponentially convergent parameter estimation algorithm, even when the regressor vector is not persistently exciting (not even in a finite time interval). On the basis of the definition of lack of persistency of excitation of order q for the regressor vector, 0≤q≤p (which coincides with the classical definition of persistency of excitation when q=0), a generalized projection estimation algorithm is proposed which guarantees global exponential convergence of the parameter estimation error and allows for the on-line computation of the order q of the lack of persistency of excitation. When the lack of persistency of excitation is of order zero, global exponential convergence to zero of the parameter estimation error is obtained, recovering a well-known result and the projection estimation algorithm as a special case.
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