| Strong Convergence Rate of Parameter Estimation for a Class of Stochastic Systems |
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| 作者姓名： | CAOXian－bing WANGXiao－hu |
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| 作者单位： | CAO Xian-bing，WANG Xiao-huInstitute of Systems Science，Academy of Mathematics and Systems Science，Chinese Academy of Sciences，Beijing 100080，China |
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| 摘 要： | In this paper we obtain the convergence rate of strongly consistent estimate for coefficients of closed-loop ARMAX system driven by iid random sequence, after adaptively stabilizing the system without introducing external excitation signal. The system is allowed to be unstable and of nonminimum-phase.
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| 关 键 词： | 随机系统 参数估算 收敛速率 |
Strong Convergence Rate of Parameter Estimation for a Class of Stochastic Systems |
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| CAO Xian-bing,WANG Xiao-hu.Strong Convergence Rate of Parameter Estimation for a Class of Stochastic Systems[J].Journal of Systems Science and Systems Engineering,2002,11(2):215-223. |
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| Authors: | CAO Xian-bing WANG Xiao-hu |
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| Institution: | Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080, China |
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| Abstract: | In this paper we obtain the convergence rate of strongly consistent estimate for coefficients of closed-loop ARMAX system driven by iid random sequence, after adaptively stabilizing the system without introducing external excitation signal. The system is allowed to be unstable and of nonminimum-phase. |
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| Keywords: | parameter estimation ARMAX system convergence rate |
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