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Details for article 9 of 10 found articles
| Title: |
Strong consistency and convergence rate of parameter identification for bilinear systems |
| Author: |
Chen, Huixin Zinober, Alan S. I. Ruan, Rongyao |
| Appeared in: |
International journal of control |
| Paging: | Volume 63 (1996) nr. 5 pages 907-919 |
| Year: |
1996-03-01 |
| Contents: |
This paper discusses the parameter identification problem of discrete-time stochastic bilinear systems, when the dynamic system noise is coloured and its variance function may be unbounded in time. It will be proved, under weak conditions, that the extended least squares estimate of the system parameter has strong consistency and a fast convergence rate. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 9 of 10 found articles
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