【摘要】 对带白色观测噪声的多维自回归(AR)模型,应用相关方法,分别提出了多维和多重递推辅助变量(RIV)算法,给出了未知AR参数的强一致估计;推广了一维RIV算法。提出了模型噪声和观测噪声方差的信息融合估值器,它们具有强一致性。一个仿真例子说明其有效性。更多还原

【Abstract】 For the multidimensional autoregressive (AR) models,using the correlation method,the multidimensional and multiple recursive instrumental variable identification algorithms are presented,respectively,by which,the strongly consistent estimation of the AR parameters is given.They include the one-dimension RIV algorithm as a special case.The information fusion estimators of the noise variances are also presented,which have strong consistence.更多还原