A NOTE ON CONTINUOUS-TIME ELS | |
GUO, L | |
刊名 | SYSTEMS & CONTROL LETTERS |
1994-02-01 | |
卷号 | 22期号:2页码:111-121 |
关键词 | STOCHASTIC SYSTEMS EXTENDED LEAST SQUARES STOCHASTIC DIFFERENTIAL EQUATION |
ISSN号 | 0167-6911 |
英文摘要 | The parameter estimation of continuous-time finite-dimensional linear stochastic systems is a problem of long-standing interest. The method usually used is the extended least-squares (ELS) algorithm described by a nonlinear stochastic differential equation (SDE), with the existence of the global strong solution assumed. This paper shows that the ELS estimate does exist in [0, infinity), and at the same time presents a number of convergence results paralleling those for the discrete-time case. |
语种 | 英语 |
出版者 | ELSEVIER SCIENCE BV |
WOS记录号 | WOS:A1994MW79300004 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/27757] |
专题 | 中国科学院数学与系统科学研究院 |
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. A NOTE ON CONTINUOUS-TIME ELS[J]. SYSTEMS & CONTROL LETTERS,1994,22(2):111-121. |
APA | GUO, L.(1994).A NOTE ON CONTINUOUS-TIME ELS.SYSTEMS & CONTROL LETTERS,22(2),111-121. |
MLA | GUO, L."A NOTE ON CONTINUOUS-TIME ELS".SYSTEMS & CONTROL LETTERS 22.2(1994):111-121. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论