Convergence of Extended Least Square Parameter Estimate for Stochastic Distributed Parameter Systems
نویسندگان
چکیده
منابع مشابه
Distributed Incremental Least Mean-Square for Parameter Estimation using Heterogeneous Adaptive Networks in Unreliable Measurements
Adaptive networks include a set of nodes with adaptation and learning abilities for modeling various types of self-organized and complex activities encountered in the real world. This paper presents the effect of heterogeneously distributed incremental LMS algorithm with ideal links on the quality of unknown parameter estimation. In heterogeneous adaptive networks, a fraction of the nodes, defi...
متن کاملa Simplified Model of Distributed Parameter Systems
A generalized simplified model for describing the dynamic behavior of distributed parameter systems is proposed. The various specific characteristics of gain and phase angle of distributed parameter systems are investigated from frequency response formulation and complex plane representation of the proposed simplified model. The complex plane investigation renders some important inequality cons...
متن کاملEmpirical Distributions in Least Squares Estimation for Distributed Parameter Systems
We consider the estimation of error distributions in least squares identiication of distributed parameter systems. Asymptotic properties of approximate error sequences are developed. In particular, we examine consistency and asymptotic normality of empirical estimates of the error distribution. The consistency obtained is analogous to the Glivenko-Cantelli theorem. For asymptotic normality, we ...
متن کاملLinear-quadratic Stochastic Differential Games for Distributed Parameter Systems
-A l inea r~uadra t i c differential game with infinite dimensional state space is considered. The system state is affected by disturbance and both players have access to different measurements. Optimal linear strategies for the pursuer and the evader, when they exist, are explicitly determined. 1. I N T R O D U C T I O N We consider a two-person pursuit-evasion differential game with infinite ...
متن کاملA least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
We study a least square-type estimator for an unknown parameter in the drift coefficient of a stochastic differential equation with additive fractional noise of Hurst parameter H > 1/2. The estimator is based on discrete time observations of the stochastic differential equation, and using tools from ergodic theory and stochastic analysis we derive its strong consistency.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 1997
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.1997.47