| 随机时变系统最小二乘辨识的收敛速度 |
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| 作者单位： | 洪惠民，李瑞胜，山东大学威海分校控制工程系 |
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| 摘 要： | 对不相关噪声的多维时变系统，在相当一般的非持续激励条件下，建立了最小二乘算法的收敛速度，并通过引入衰减激励控制，在可辨识条件下，获得了该非持续激励条件．
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| 关 键 词： | 时变系统，最小二乘算法，收敛速度，非持续激励条件 |
CONVERGENCE RATE OF LEAST SQUARES IDENTIFICATION FOR STOCHASTIC TIME-VARYING SYSTEMS |
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| Authors: | Hong Huimin Li Ruisheng |
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| Abstract: | Under the more general non-persistent excitation condition convergence rate of least squares algorithm for multidimensional time-varying systems with uncorrelated noise is established. By introducing attenuating excitation control the non-persistent excitation condition is obtained under identifying condition. |
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| Keywords: | time-varying system least squares algorithm convergence rate non-persistent excitation condition |
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