摘要
本文是文献[1]的发展,讨论带随机量测噪声线性离散时间系统的初始状态最小二乘估计的均方收敛性与几乎处处收敛性,给出估计误差约方收敛于零或几乎处处收敛于零的充要条件,并给出收敛速率估计。
This paper deals with the least squares estimation of the initial state of linear systems with zero input and measurement noise, and provides some sufficient and necessary conditions in order to guar-antee the least squares estimation error converging to zero (almost surely or in the mean square sense). The convergence rates are also obtained. And an example is given to show that the convergence rate in the mean square sense can not be improved any more.
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
1989年第2期66-71,共6页
Control Theory & Applications
基金
国家自然科学基金