传递函数估计误差的硬界及其渐近性质
Hard Error Bounds of Transfer Function Estimates and Their Convergence Property
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摘要: 本文讨论带遗忘因子的最小二乘法估计传递函数的误差硬界及其渐近性质.在噪声有界 等一定假定下,当样本个数趋向无限时,误差硬界收敛于复平面内的一个圆.
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关键词:
- 带遗忘因子的最小二乘法 /
- 辨识 /
- 渐近性质
Abstract: In this paper, the hard error bounds of transfer function estimates are derived from least-squares like techniques with forgetting factors and the convergence of the bounds are discussed. Under some assumption on the noise bound and the input data, it is shown that the error bound converges to a circle in the complex plane as the number of observed data tends to infinity. -
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