受控AR模型中参数估计误差的一致有界性分析

Uniformly bound analysis of the parameter estimation error in the controlled AR model

本文针对系统为受控AR模型,其参数估计采用随机梯度算法时,用鞅收敛定理的推广形式分析了它的收敛性,得到了参数估计误差一致有界的结果.

When adaptive control systems is described by the controlled AR model,the parameter is estimated by stochastic gradient algorithms.Martingales convergence theorem is applied to analyze the convergence of algorithms,and the result show that the parameter estimation error is bounded uniformly.