| SIMO系统最小二乘辨识估计量的统计特性 |
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| 引用本文： | 唐加山,闫利超.SIMO系统最小二乘辨识估计量的统计特性[J].重庆邮电学院学报(自然科学版),2005,17(6):789-792. |
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| 作者姓名： | 唐加山 闫利超 |
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| 作者单位： | [1]南京邮电大学应用数理系,江苏南京210003 [2]南京邮电大学信息工程系,江苏南京210003 |
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| 基金项目： | 南京回国人员科技活动基金资助项目（苏政发200539） |
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| 摘 要： | 系统辨识在系统工程、自动化及控制等领域都起着非常重要的作用。分析了单输入多输出（SIMO）系统的辨识问题，讨论了用最小二乘方法所给出的估计参数的统计特性，从统计学的角度证明了估计参数是否具有无偏性以及相合性等性质，另外还提出了一个关于有偏估计的猜想。
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| 关 键 词： | 系统辨识 最小二乘方法 无偏估计 相合估计 |
| 文章编号： | 1004-5694（2005）06-0789-04 |
| 收稿时间： | 2005-04-08 |
Statistical properties for least squares identifying estimators in an SIMO system |
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| TANG Jia-shan , YAN Li-chao.Statistical properties for least squares identifying estimators in an SIMO system[J].Journal of Chongqing University of Posts and Telecommunications(Natural Sciences Edition),2005,17(6):789-792. |
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| Authors: | TANG Jia-shan YAN Li-chao |
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| Institution: | 1. Department of Applied Mathematics and Physics, Nanjing University of Posts and Telecommunications, Nanjing 210003,P. R. China ;2. Department of Information Engineering, Nanjing University of Posts and Telecommunications, Nanjing 210003, P, R, China |
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| Abstract: | The identification problem in a SIMO system is considered and the statistical properties of the estimated parameters given by the least square method is discussed, Whether the estimation is unbiased and consistent have been proved from the statistics point of view. A conjecture has also been presented. |
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| Keywords: | system identification least square method unbiased estimate consistent estimate |
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