Recursive identification for multivariate errors-in-variables systems
文献类型：期刊论文
| 作者 | Chen, Han-Fu
|
| 刊名 | AUTOMATICA
 |
| 出版日期 | 2007-07-01 |
| 卷号 | 43期号:7页码:1234-1242 |
| 关键词 | multivariate system errors-in-variables (EIV) Yule-Walker equation stochastic approximation convergence strong consistency |
| ISSN号 | 0005-1098 |
| DOI | 10.1016/j.automatica.2006.12.015 |
| 英文摘要 | The recursive algorithm is given for estimating matrix coefficients of the multivariate errors-in-variables (EIV) systems. It is shown that under mild conditions the estimate given by the algorithm converges to a limit belonging to the solution set of the Yule-Walker equation satisfied by the true coefficients of the system. The sufficient conditions guaranteeing the uniqueness of the solution to the Yule-Walker equation are given. In this case the estimate provided by the recursive algorithm is strongly consistent. (c) 2007 Elsevier Ltd. All rights reserved. |
| 语种 | 英语 |
| WOS记录号 | WOS:000247764400012 |
| 出版者 | PERGAMON-ELSEVIER SCIENCE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/4910]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Chen, Han-Fu |
| 作者单位 | Chinese Acad Sci, Key Lab Syst & Control, Inst Syst Sci, AMSS, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Han-Fu. Recursive identification for multivariate errors-in-variables systems[J]. AUTOMATICA,2007,43(7):1234-1242. |
| APA | Chen, Han-Fu.(2007).Recursive identification for multivariate errors-in-variables systems.AUTOMATICA,43(7),1234-1242. |
| MLA | Chen, Han-Fu."Recursive identification for multivariate errors-in-variables systems".AUTOMATICA 43.7(2007):1234-1242. |
入库方式： OAI收割
来源：数学与系统科学研究院
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