کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
756384 896156 2012 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Recursive estimators with Markovian jumps
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Recursive estimators with Markovian jumps
چکیده انگلیسی

Recursive stochastic algorithms have various applications. In the literature, it is assumed that the true value lies in a connected domain. But, in many cases, it is known that the true value is contained in the union of a finite number of pairwise disjoint sets instead of a connected domain. In these situations, the existing algorithms may be not applicable. To cope with this problem, this paper proposes recursive stochastic algorithms with (event-triggered) Markovian jumps and presents sufficient conditions for almost sure convergence of the proposed algorithms. As an example of applications, this paper significantly improves an existing adaptive algorithm with the proposed method for consistent estimation of non-minimum phase zeros.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Systems & Control Letters - Volume 61, Issue 10, October 2012, Pages 1009–1016
نویسندگان
, ,