STABILITY OF RECURSIVE STOCHASTIC TRACKING ALGORITHMS
文献类型：期刊论文
| 作者 | GUO, L |
| 刊名 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION
 |
| 出版日期 | 1994-09-01 |
| 卷号 | 32期号:5页码:1195-1225 |
| 关键词 | STOCHASTIC SYSTEMS ADAPTIVE SYSTEMS PARAMETER ESTIMATION TRACKING ALGORITHMS TIME VARYING STABILITY EXCITATION |
| ISSN号 | 0363-0129 |
| 英文摘要 | First, the paper gives a stability study for the random linear equation x(n+1) = (I - A(n))x(n). It is shown that for a quite general class of random matrices {A(n)} of interest, the stability of such a vector equation can be guaranteed by that of a corresponding scalar linear equation, for which various results are given without requiring stationary or mixing conditions. Then, these results are applied to the main topic of the paper, i.e., to the estimation of time varying parameters in linear stochastic systems, giving a unified stability condition for various tracking algorithms including the standard Kalman filter, least mean squares, and least squares with forgetting factor. |
| 语种 | 英语 |
| WOS记录号 | WOS:A1994PC72700001 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/27628]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | GUO, L |
| 作者单位 | CHINESE ACAD SCI,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA |
| 推荐引用方式 GB/T 7714 | GUO, L. STABILITY OF RECURSIVE STOCHASTIC TRACKING ALGORITHMS[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,1994,32(5):1195-1225. |
| APA | GUO, L.(1994).STABILITY OF RECURSIVE STOCHASTIC TRACKING ALGORITHMS.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,32(5),1195-1225. |
| MLA | GUO, L."STABILITY OF RECURSIVE STOCHASTIC TRACKING ALGORITHMS".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 32.5(1994):1195-1225. |
入库方式： OAI收割
来源：数学与系统科学研究院
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