引用本文:檀国节.辫识时变随机系统遗忘因子算法的收敛性分析[J].控制理论与应用,1999,16(6):928~930.[点击复制]
Tan Guojie.Convergence of the Forgetting Factor Algorithmfor Identifying Time-Varying Stochastic Systems[J].Control Theory and Technology,1999,16(6):928~930.[点击复制]
辫识时变随机系统遗忘因子算法的收敛性分析
Convergence of the Forgetting Factor Algorithmfor Identifying Time-Varying Stochastic Systems
摘要点击 1078  全文点击 481  投稿时间:1996-03-18  修订日期:1999-05-28
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DOI编号  
  1999,16(6):928-930
中文关键词  参数估计  遗忘因子  指数收敛  持续激励
英文关键词  parameter estimation  forgetting factor  exponential convergence  persistent excitation
基金项目  
作者单位
檀国节  
中文摘要
      文[1]给出了辨识时变随机系统遗忘因子算法的收敛性分析,本文指出了文[1]中的一些证明和结论上的错误,并给出了相应的改正和完善。
英文摘要
      In the paper[1], the authors established the convergence properties of the forgetting factor algorithm for time-varying systems. In this note, we:1) Point out the errors in the proof of convergence;2)Show the upper bound and lower bound of convariance matrix of recursive forgetting factor algorithm (RFFA);3)Provide a correction of convergence properties of the algorithm presented in[1].