摘要
文［１］给出了辨识时变随机系统遗忘因子算法的收敛性分析．本文指出了文［１］ 中的一些证明和结论上的错误，并给出了相应的改正和完善．
In the paper [1], the authors established the convergence properties of the forgetting factor algorithm for time varying systems. In this note, we: 1) Point out the errors in the proof of convergence; 2) Show the upper bound and lower bound of convariance matrix of recursive forgetting factor algorithm (RFFA); 3) Provide a correction of convergence properties of the algorithm presented in [1].
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
1999年第6期928-930,共3页
Control Theory & Applications
关键词
遗忘因子
指数收敛
时变随机系统
系统辨识
parameter estimation
forgetting factor
exponential convergence
persistent excitation
