基于Legendre多项式微分变换的随机连续系统无偏一致参数估计  

Unbiased-Consistent Parameter Estimationfor Stochastic Continuous Systems via the DifferentialTransformation of Legendre Polynomials

作　　者：赵明旺[1] 

机构地区：[1]武汉冶金科技大学自动化系,430081

出　　处：《控制与决策》1997年第3期244-246,251,共4页Control and Decision

基　　金：冶金工业部理论研究基金的课题

摘　　要：基于Legendre多项式微分变换,导出随机连续线性系统的统计无关逼近模型,然后由最小二乘原理给出参数估计算法。理论分析和仿真结果表明该估计是无偏一致的。Based on the differential transformation of Legendre polynomials, the statistically uncorrelative model of stochastic continuous linear systems is obtained. and then the parameter estimation algorithm is made by the least -squares principle. Theoretical analysis and simulation results show that the parameter es-timation is unbiased and consistent.

关 键 词：随机连续系统 参数估计 正交多项式 最小二乘法 

分 类 号：TP271.74[自动化与计算机技术—检测技术与自动化装置]