| 引用本文: | 程兆林, 赵克友, 郭雷.线性系统初值最小二乘估计的收敛性问题*[J].控制理论与应用,1989,6(2):66~71.[点击复制] |
| Cheng Zhaolin,Zhao Keyou,Guo Lei.The Convergence Problem of the Least Squares Estimation of the Initial State of Linear Systems[J].Control Theory and Technology,1989,6(2):66~71.[点击复制] |
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| 线性系统初值最小二乘估计的收敛性问题* |
| The Convergence Problem of the Least Squares Estimation of the Initial State of Linear Systems |
| 摘要点击 939 全文点击 376 投稿时间：1987-05-13 修订日期：1989-02-01 |
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| DOI编号 |
| 1989,6(2):66-71 |
| 中文关键词 |
| 英文关键词 |
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| 中文摘要 |
| 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，给出估计误差均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。 |
| 英文摘要 |
| 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 guarantee 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. |
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