1ST-ORDER TRACKING PROPERTIES OF WEIGHTED LEAST-SQUARES ESTIMATORS

被引：13
|
作者：
NIEDZWIECKI, M
机构：
[1] Australian Natl Univ, Canberra, Aust, Australian Natl Univ, Canberra, Aust
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1988年 / 33卷 / 01期
关键词：
CONTROL SYSTEMS - Mathematical Models;
D O I：
10.1109/9.365
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 first-order tracking properties (evolution of the mean tracking error) of weighted-least-squares (WLS) estimators applied to nonstationary system identification are investigated. The expected path of the parameter estimates is evaluated. The concept of the impulse response associated with the WLS estimator is introduced.
引用
收藏
页码：94 / 96
页数：3
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