| 引用本文: | 李瑞胜.变遗忘因子最小二乘算法的收敛速度[J].控制理论与应用,1988,5(4):37~45.[点击复制] |
| Li Ruisheng.Convergence Rate of Least Squares Algorithm with Forgetting Factor[J].Control Theory & Applications,1988,5(4):37~45.[点击复制] |
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| 变遗忘因子最小二乘算法的收敛速度 |
| Convergence Rate of Least Squares Algorithm with Forgetting Factor |
| 摘要点击 1706 全文点击 633 投稿时间:1987-09-03 修订日期:1988-04-16 |
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| DOI编号 |
| 1988,5(4):37-45 |
| 中文关键词 |
| 英文关键词 |
| 基金项目 |
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| 中文摘要 |
| 本文对多维的ARMAX系统,在非持续激励条件下,给出了变遗忘因子最小二乘算法的收敛速度。当变遗忘因子λn=1时,得到了最小二乘算法的收敛速度。 |
| 英文摘要 |
| In this paper, the convergence rate of least squares algorithm with forgetting factor is established under non-persistent excitation condition for the multidimensional ARMAX system. Convergence rate of least squares algorithm is given when the forgetting factor λn is equal to 1. |