LMS-LIKE ESTIMATION FOR TIME-VARYING PARAMETERS

被引：0

作者：

CHEN, HF ^{[1
]}

GUO, L ^{[1
]}

ZHANG, JF ^{[1
]}

机构：

[1] CHINESE ACAD SCI,INST SYST SCI,BEIJING,PEOPLES R CHINA

来源：

ACTA MATHEMATICA SCIENTIA | 1991年 / 11卷 / 03期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

An LMS-like algorithm is applied for estimating the time-varying parameter theta-n in the linear model y(n) = phi-n-tau-theta-n + upsilon-n, which is general in the sense that none of the probabilistic properties such as stationarity, Markov property, independence and ergodicity is imposed on any of the processes {y(n)}, {phi-n}, {theta-n} and {upsilon-n}. It is shown that the alpha-th moment of the estimation error is of order of the alpha-th moment of the observation noise and the parameter variation w(n) change in equivalence theta-n - theta-n-1.

引用

页码：327 / 340

页数：14

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