Convergence of continuous time stochastic ELS parameter estimation
نویسندگان
چکیده
منابع مشابه
Convergence of Continuous Time Stochastic Els Parameter Estimation
This paper presents continuous-time adaptive estimation schemes associated with a class of finite dimensional, time invariant, Iinearstocbastic signal models. A global convergence theory is given for such schemes undera coloured noise/ prefiHer positive real condition, which may be side-stepped for moving average models, Attention is first focused on extended least squares (ELS) identification ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1987
ISSN: 0304-4149
DOI: 10.1016/0304-4149(87)90038-x