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最小二乘估计强一致性的充分必要条件
引用本文:黄正良,刘知贵.最小二乘估计强一致性的充分必要条件[J].西南科技大学学报,1998(4).
作者姓名:黄正良  刘知贵
作者单位:西南工学院
摘    要:本文针对离散时间和连续时间多维动态线性系统,获得了最小二乘估计强一致性的充分必要条件

关 键 词:线性系统  辨识  一致性

NECESSARY AND SUFFICIENT CONDITIONS FOR STRONG CONSISTENCY OF LEAST SQUARES ESTIMATES
Huang Zhengling,Liu Zhigui.NECESSARY AND SUFFICIENT CONDITIONS FOR STRONG CONSISTENCY OF LEAST SQUARES ESTIMATES[J].Journal of Southwest University of Science and Technology,1998(4).
Authors:Huang Zhengling  Liu Zhigui
Institution:Southwest Institute of Technology
Abstract:In this paper, the necessary and sufficient conditions guaranteeing the strong consistency of the least square estimates with unknown parameter mqtrices for the multi dimensional discrete time and continuous time dynamic linear stochastic systems are respectively obtained.
Keywords:Linear system  identification  consistency
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