| 线性系统的随机参数辨识和收敛性分析 |
| |
| 引用本文： | 赵明旺.线性系统的随机参数辨识和收敛性分析[J].武汉科技大学学报(自然科学版),1992(3). |
| |
| 作者姓名： | 赵明旺 |
| |
| 作者单位： | 武汉钢铁学院控制理论教研室 |
| |
| 摘 要： | 本文讨论了参数估计和输出误差的收敛性,并给出了系统持续激励的一个充分条件。在此条件下,证明了参数估计和它与时变参数间的估计误差的均方值收敛于随机参数的期望值和均方差值。
|
| 关 键 词： | 系统辨识 线性系统 收敛性分析 随机系统 时变系统 |
PARAMETER IDENTIFICATION AND CONVERGENCE ANALYSIS BASED ON LEAST SQUARES METHOD FOR LINEAR SYSTEMS WITH RANDOM PARAMETERS |
| |
| Zhao Mingwang.PARAMETER IDENTIFICATION AND CONVERGENCE ANALYSIS BASED ON LEAST SQUARES METHOD FOR LINEAR SYSTEMS WITH RANDOM PARAMETERS[J].Journal of Wuhan University of Science and Technology(Natural Science Edition),1992(3). |
| |
| Authors: | Zhao Mingwang |
| |
| Institution: | Zhao Mingwang |
| |
| Abstract: | This paper presents new development of parameter identification for MIMO discrete stochastic linear systems with random parameters based on the least squares method. Convergence of both parameter estimates and output error are studie'd and preliminary persistent exciting conditions are given. Under some conditions, it is proved that parameter estimates and mean square value of difference between parameter estimates and these random parameters are ensured converging to expectations and the mean square derivation value of random parameters, resectively. |
| |
| Keywords: | system identification linear systems convergence analysis stochastic systems time-varyingsystems |
| 本文献已被 CNKI 等数据库收录！ |
