Convergence analysis of estimation algorithms for dual-rate stochastic systems
From MaRDI portal
Publication:2493770
DOI10.1016/j.amc.2005.09.048zbMath1095.65056MaRDI QIDQ2493770
Feng Ding, Yang Shi, Peter Xiaoping Liu
Publication date: 16 June 2006
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2005.09.048
convergence; system identification; parameter estimation; numerical examples; difference equation; multirate systems; least squares algorithm; martingale process
65K10: Numerical optimization and variational techniques
93E10: Estimation and detection in stochastic control theory
93E12: Identification in stochastic control theory
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