ASYMPTOTIC NORMALITY AND RATE OF CONVERGENCE BOUNDS OF IDENTIFICATION ALGORITHMS FOR NONSTATIONARY SYSTEMS

被引：0

作者：

BONDARENKO, MV

POZNYAK, AS

机构：

来源：

AUTOMATION AND REMOTE CONTROL | 1992年 / 53卷 / 07期

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The rate of convergence is estimated.for identification processes of nonstationary systems using Kalman filter algorithms. The conditions on observations and the form of nonstationarity are established ensuring asymptotic normality of the parameter estimators of the system. An example is considered.

引用

页码：989 / 999

页数：11

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