Orthogonal least-squares parameter estimation algorithms for non-linear stochastic systems
نویسندگان
چکیده
منابع مشابه
On least squares estimation in continuous time linear stochastic systems
The sufficient conditions for the convergence of a family of least squares estimates of some unknown parameters are given. The unknown parameters appear affinely in the linear transformations of the state and the control in a linear stochastic system. If the noise in the stochastic system is colored then the family of least squares estimates does not converge to the value and the bias is given ...
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ژورنال
عنوان ژورنال: International Journal of Systems Science
سال: 1992
ISSN: 0020-7721,1464-5319
DOI: 10.1080/00207729208949363