• DocumentCode
    855101
  • Title

    Convergence rates of continuous-time stochastic ELS parameter estimation

  • Author

    Chen, Han-Fu ; Moore, John B.

  • Author_Institution
    Institute of Systems Science, Academia Sinica, Beijing, China
  • Volume
    32
  • Issue
    3
  • fYear
    1987
  • fDate
    3/1/1987 12:00:00 AM
  • Firstpage
    267
  • Lastpage
    269
  • Abstract
    Discrete-time convergence rates for extended least squares (ELS) algorithms are generalized to the continuous-time case. An essential difference in the estimation is the appropriate prefiltering, while in the theory, the existence of solutions of the stochastic equations is a concern.
  • Keywords
    Least-squares methods; Linear systems, stochastic; Parameter estimation, linear systems; Stochastic systems, linear; Additive noise; Colored noise; Convergence; Integral equations; Least squares approximation; Parameter estimation; Polynomials; Stochastic processes; Stochastic resonance; Transfer functions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1987.1104561
  • Filename
    1104561
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=855101