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Limit estimation for discrete time-varying system with converging coefficients

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1 Author(s)
Czornik, A. ; Dept. of Autom. Control, Silesian Tech. Univ., Gliwice, Poland

A version of a least squares estimator for a discrete time-varying linear system is considered under the assumption that the coefficients of the system have limits as time tends to infinity. It is proved that the time invariant LS estimator can be used as an estimator of limits of the coefficients and the conditions for strong consistency are established

Published in:

American Control Conference, 1999. Proceedings of the 1999  (Volume:6 )

Date of Conference: