| 基于Legendre多项式微分变换的随机连续系统无偏一致参数估计 |
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| 引用本文： | 赵明旺. 基于Legendre多项式微分变换的随机连续系统无偏一致参数估计[J]. 控制与决策, 1997, 12(3): 244-246,251 |
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| 作者姓名： | 赵明旺 |
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| 作者单位： | 武汉冶金科技大学自动化系!430081 |
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| 摘 要： | 基于Legendre多项式微分变换,导出随机连续线性系统的统计无关逼近模型,然后由最小二乘原理给出参数估计算法。理论分析和仿真结果表明该估计是无偏一致的。
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| 关 键 词： | 随机连续系统 参数估计 正交多项式 最小二乘法 |
Unbiased-Consistent Parameter Estimationfor Stochastic Continuous Systems via the DifferentialTransformation of Legendre Polynomials |
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| Zhao Mingivang. Unbiased-Consistent Parameter Estimationfor Stochastic Continuous Systems via the DifferentialTransformation of Legendre Polynomials[J]. Control and Decision, 1997, 12(3): 244-246,251 |
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| Authors: | Zhao Mingivang |
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| Affiliation: | Wuhan Yejin Univ. of Science and Technology |
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| Abstract: | Based on the differential transformation of Legendre polynomials, the statistically uncorrelative model of stochastic continuous linear systems is obtained. and then the parameter estimation algorithm is made by the least -squares principle. Theoretical analysis and simulation results show that the parameter es-timation is unbiased and consistent. |
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| Keywords: | stochastic continuous systems parameter estimation orthogonal polynomials least squares method |
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