| 引用本文: | 丁锋.鞅超收敛定理与遗忘因子最小二乘算法的收敛法分析[J].控制理论与应用,1997,14(1):90~95.[点击复制] |
| Ding Feng.Martingale Hyperconvergence Theorem and the Convergence of the Forgetting Factor Least Squares Algorithms[J].Control Theory and Technology,1997,14(1):90~95.[点击复制] |
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| 鞅超收敛定理与遗忘因子最小二乘算法的收敛法分析 |
| Martingale Hyperconvergence Theorem and the Convergence of the Forgetting Factor Least Squares Algorithms |
| 摘要点击 1225 全文点击 387 投稿时间：1995-06-30 修订日期：1996-01-02 |
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| DOI编号 |
| 1997,14(1):90-95 |
| 中文关键词 时变系统 鞅收敛定理 鞅超收敛定理 参数估计 遗忘因子最小二乘法 |
| 英文关键词 time-varying system martingale convergence theorem martingale hypervonvergence theorem parameter estimation forgetting factor least squares algorithm |
| 基金项目 |
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| 中文摘要 |
| 本文扩展了用于分析时不变系统辨识算法收敛性的鞅收敛定理（MCT），建立了鞅（martingale）超收敛定理 （MHCT）。它可以作为工具来分析时变系统的各种辨识算法的收敛性，为解决时变系统收敛性和稳定性分析这一困难课题提供了新方法，开辟了新路。本文以遗忘因子最小二乘算法为例，成功地用MHCT分析了它的参数估计的收敛性。 |
| 英文摘要 |
| In this paper, the martingale convergence therorem used to analyze the convergence of identify-cation algorithms of time-invariant systems is extended. The martingale hyperconvergence theorem((MHCT)
is established, which may analyze the convergence of various algorithms for time-varying systems and give a new method for analysis of covengence and stability of time-varying systems. Taking the forgetting factor least squares algorithm (FFLS) as an example, we prove the convergence of the FFLS algorithm by means of MHCT. |