| 时变参数估计的几乎必然收敛性及均方参数估计误差的有界性 |
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| 引用本文： | 谢新民,丁锋.时变参数估计的几乎必然收敛性及均方参数估计误差的有界性[J].清华大学学报(自然科学版),1994(4). |
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| 作者姓名： | 谢新民 丁锋 |
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| 作者单位： | 清华大学自动化系 |
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| 摘 要： | 针对系统参数以随机方式变化的时变系统，提出了参数估计器的设计方案，通过选择估计算法中的设计参量，从而保证了参数估计的几乎必然收敛性。同时证明了均方参数估计误差的有界性。
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| 关 键 词： | 随机时变系统 参数估计 收敛性 |
Almost sure convergences of the estimates of the time-varying parameters and the houndness of the mean square estimation error |
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| Xie Xinmin, Ding feng.Almost sure convergences of the estimates of the time-varying parameters and the houndness of the mean square estimation error[J].Journal of Tsinghua University(Science and Technology),1994(4). |
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| Authors: | Xie Xinmin Ding feng |
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| Abstract: | In this paper the on-line identification schemes which track the time-varying parameters that vary in a stochastic way are presented. Almost sure convergences of the estimates to the true values or bounded mean square estimation error are guaranteed by choosing the time-varying design parameters. |
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| Keywords: | stochastic time-varying system parameter estimation convergence |
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