On-Line Parameter Estimation for Deterministic System

確定性系統之線上參數估測

許地申(Dih-Shen Hsu)

《中華技術學院學報》 27期 (2003/05) Pp. 31-40

https://doi.org/10.7095/JCIT.200305.0031

摘要

本文提出在已知模式架構下線上參數估測演算法，所謂線上估測是可處王連續性資料，而此資料是在取樣週期之時間內可疊代更新以做參數估測。本文特別強調投影演算法及最小平方演算法並詳細證明及推導，並可有效地應用至適應性濾波、預測，及控制問題上。

關鍵字

線上估測 ； 投影演算法 ； 最小平方演算法

並列摘要

In this paper we are presented primarily on-line algorithms for the estimation of parameters within a given model structure. The on-line estimation algorithms deals with sequential data, which requires that the parameter estimates be recursively updated within the time limit imposed by the sampling period. In particular, we emphasize on-line parameter estimation scheme and study in some detail. We shall call these algorithms the projection algorithm and the least-squares algorithm. It can apply effectively to adaptive filtering, prediction, and control.

並列關鍵字

on-line estimation ； projection algorithm, least-squares algorithm