连续时间线性系统递推最小二乘辩识的收敛性分析

CONVERGENCE ANALYSIS OF RECURSIVE IDENTIFICATION METHODS FOR CONTINUOUSTIME LINEAR SYSTEMS

本文针对多输入多输出的连续时间动态线性系统，在系统噪声相关的情形下，研究了递推最小二乘辩识，给出了保证最小二乘辩识强一致性的充分条件。

In this paper,the recursive least squares identification of unknown coefficient matrices in the MIMO continuoustime dynamic linear system with correlated noise is considered,and the sufficient conditions guaranteeing strong consistency of the recursive least squares identification methods are obtained.