摘要
本文在非持续激励条件下,对时变ARMAX系统,建立了随机梯度(SG)算法的估值跟踪随机参数的强一致性。
In this paper, strong consistency of the estimates given by the stochastic gradient (SG) algorithm for tracking random parameters of time-varying ARMAX systems is established under the non-persistently exciting condition.
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
1990年第3期26-31,共6页
Control Theory & Applications
关键词
ARMAX系统
参数辨识
跟踪性
时变
time-varying parameters
strong consistency
stochastic gradient algorithm
ARMAX systems time-varying parameters
strong consistency
stochastic gradient algorithm
ARMAX systems
