LMS-LIKE ESTIMATION FOR TIME VARYING PARAMETERS

被引：0
|
作者：
陈翰馥
郭雷
张纪峰
机构：
来源：
Acta Mathematica Scientia | 1991年 / 03期
关键词：
LMS-LIKE ESTIMATION FOR TIME VARYING PARAMETERS; der; Zhang; ACTA; 石蕊; 少司;
D O I：
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学科分类号：
摘要：
An LMS-like algorithm is applied for estimating the time-varying parameter θin the linear model y=φ~τθ+v, which is general in the sense that none of the probabilistic properties such as stationarity, Marker property, independence and ergodicity is imposed on any of the processes {y}, {φ}, {θ} and {v}. It is shown that the α-th moment of the estimation error is of order of the α-th moment of the observation noise and the parameter variation
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页码：327 / 340
页数：14
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