Consistent estimates of parameters in noisy dynamical systems†
作者:
ARUNABHA BAGCHI,
期刊:
International Journal of Control
(Taylor Available online 1977)
卷期:
Volume 26,
issue 6
页码: 883-900
ISSN:0020-7179
年代: 1977
DOI:10.1080/00207177708928531
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The problem of estimating unknown parameters of a discrete-time noisy dynamical system is solved by minimizing the overage of norms of an ‘ innovation ’ sequence. It is shown that the estimates obtained are consistent under a certain sufficient condition. This condition is given in explicit verifiable form.
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