CSpace
LMS-LIKE ESTIMATION FOR TIME-VARYING PARAMETERS
CHEN, HF; GUO, L; ZHANG, JF
1991-07-01
Source PublicationACTA MATHEMATICA SCIENTIA
ISSN0252-9602
Volume11Issue:3Pages:327-340
AbstractAn 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.
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics
WOS IDWOS:A1991GV53200012
PublisherBALTZER SCI PUBL BV
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/27143
Collection中国科学院数学与系统科学研究院
AffiliationCHINESE ACAD SCI,INST SYST SCI,BEIJING,PEOPLES R CHINA
Recommended Citation
GB/T 7714
CHEN, HF,GUO, L,ZHANG, JF. LMS-LIKE ESTIMATION FOR TIME-VARYING PARAMETERS[J]. ACTA MATHEMATICA SCIENTIA,1991,11(3):327-340.
APA CHEN, HF,GUO, L,&ZHANG, JF.(1991).LMS-LIKE ESTIMATION FOR TIME-VARYING PARAMETERS.ACTA MATHEMATICA SCIENTIA,11(3),327-340.
MLA CHEN, HF,et al."LMS-LIKE ESTIMATION FOR TIME-VARYING PARAMETERS".ACTA MATHEMATICA SCIENTIA 11.3(1991):327-340.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[CHEN, HF]'s Articles
[GUO, L]'s Articles
[ZHANG, JF]'s Articles
Baidu academic
Similar articles in Baidu academic
[CHEN, HF]'s Articles
[GUO, L]'s Articles
[ZHANG, JF]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[CHEN, HF]'s Articles
[GUO, L]'s Articles
[ZHANG, JF]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.