LMS-LIKE ESTIMATION FOR TIME-VARYING PARAMETERS

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	LMS-LIKE ESTIMATION FOR TIME-VARYING PARAMETERS
	CHEN, HF; GUO, L; ZHANG, JF
	1991-07-01
发表期刊	ACTA MATHEMATICA SCIENTIA
ISSN	0252-9602
卷号	11 期号:3 页码:327-340
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.
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:A1991GV53200012
出版者	BALTZER SCI PUBL BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/27143
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,PEOPLES R CHINA
推荐引用方式 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.