• DocumentCode
    2410685
  • Title

    A representation theorem for the error of recursive estimators

  • Author

    Gerencsér, László

  • Author_Institution
    Comput. & Autom. Inst., Hungarian Acad. of Sci., Budapest, Hungary
  • fYear
    1992
  • fDate
    1992
  • Firstpage
    2251
  • Abstract
    A formula for the estimation error of recursive estimators generated by Ljung´s scheme is established. It is given in the form of a strong approximation theorem, i.e., the estimation error is written as the sum of an easy-to-analyze random variable and of a residual term the Lp norms of which tend to zero with rate N -1/2-∈ with some ∈>0, for any p⩾1
  • Keywords
    approximation theory; error statistics; estimation theory; Ljung´s scheme; estimation error; recursive estimators; representation theorem; strong approximation theorem; Automation; Computer errors; Convergence; Equations; Estimation error; Random variables; Recursive estimation; Stability analysis; Stochastic processes; Testing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
  • Conference_Location
    Tucson, AZ
  • Print_ISBN
    0-7803-0872-7
  • Type

    conf

  • DOI
    10.1109/CDC.1992.371392
  • Filename
    371392
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2410685