【摘要】 针对时滞、阶数和系数皆未知的离散时间线性随机控制系统(ARMAX模型),提出一种对时滞、阶数和系数同时进行递推估计的算法。在一定的条件下该算法能保证时滞、阶数和系数的估计都具有强一致性,而且系数估计具有较快的收敛速度。更多还原

【Abstract】 This paper proposes a new recursive estimate algorithm for unknown time-delay, orders and coefficients of linear discrete-time stochastic control systems (ARMAX model). It is proved that the estimates of the time-delay, orders and coefficients are strongly consistent. Simultaneously, a faster convergent rate of the coefficient estimates to their true values is obtained.更多还原