基于　Legendre　多项式的随机连续系统的　Markov　参数估计  

Markov Parameter Estimation for Stochastic Continuous Systems via Legendre Polynomials

作　　者：赵明旺 

机构地区：[1]武汉钢铁学院自动化系

出　　处：《控制与决策》1994年第5期372-374,378,共4页Control and Decision

基　　金：冶金工业部教育司理论研究基金

摘　　要：本文在讨论连续Ｗｉｅｎｅｒ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式的最小二乘（ＬＳ）估计有偏性后，提出了无偏一致的且参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。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.

关 键 词：随机连续系统 参数估计 多项式 

分 类 号：TP271.6[自动化与计算机技术—检测技术与自动化装置]