| 基于Legendre多项式的随机连续系统的Markov参数估计 |
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| 引用本文： | 赵明旺.基于Legendre多项式的随机连续系统的Markov参数估计[J].控制与决策,1994,9(5):372-374,378. |
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| 作者姓名： | 赵明旺 |
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| 作者单位： | 武汉钢铁学院自动化系 |
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| 基金项目： | 冶金工业部教育司理论研究基金 |
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| 摘 要： | 本文在讨论连续Ｗｉｓｅｎｒ过程的Ｌｅｇｅｎｄｒｅ多项式逼近值的相关性和Ｗｉｅｎｅｒ过程扰动下连续线性系统基于该正交多项的最小二乘估计有偏性后，提出了无偏一致的且数估计误差方差最小的Ｍａｒｋｏｖ估计（最小方差估计）算法，并给出本文方法的仿真结果。
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| 关 键 词： | 随机连续系统 参数估计 多项式 |
Markov Parameter Estimation for Stochastic Continuous Systems via Legendre Polynomials |
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| Zhao Mingwang.Markov Parameter Estimation for Stochastic Continuous Systems via Legendre Polynomials[J].Control and Decision,1994,9(5):372-374,378. |
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| Authors: | Zhao Mingwang |
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| Abstract: | After the correlativeness of Legendre-polynomial approx ima ting values of continuous Wiener process and the biasedness of the least-squares estimation for continuous linear systems disturbed with the process via the polynomial are discussed, Markov method with unbiased consistence and the minimum variance of the estimated errors is proposed. Finally, simulation results of the method are given. |
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| Keywords: | orthogonal polynomial stochastic continuous linear systems parameter estimation Markov estimation |
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