Convergence of an adaptive filter algorithm
作者:
LENNART LJUNG,
期刊:
International Journal of Control
(Taylor Available online 1978)
卷期:
Volume 27,
issue 5
页码: 673-693
ISSN:0020-7179
年代: 1978
DOI:10.1080/00207177808922403
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A state-space representation of a dynamical, stochastic system is given. A corresponding model, parametrized in a particular way, is considered and an algorithm for the estimation of its parameters is analysed. The class of estimation algorithms thus considered contains general output error methods and model reference methods applied to stochastic systems. It also contains adaptive filtering schemes and, e.g. the extended least squares method.
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