| A RECURSIVE ALGORITHM AND ITS CONVERGENCE FOR PARAMETER ESTIMATION OF CONVOLUTION MODEL |
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| 作者姓名： | 胡必锦 汪达成 雷鸣 |
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| 作者单位： | Institute of Information and Calculation Science, Chongqing Jiaotong University, Chongqing 400074, China |
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| 基金项目： | Project supported by Scientific Research Fund of Chongqing MunicipalEducation Commission （kj0604-16） |
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| 摘 要： | In this article, the problem on the estimation of the convolution model parameters is considered. The recursive algorithm for estimating model parameters is introduced from the orthogonal procedure of the data, the convergence of this algorithm is theoretically discussed, and a sufficient condition for the convergence criterion of the orthogonal procedure is given. According to this condition, the recursive algorithm is convergent to model wavelet A- = （1, α1,..., αq）.
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| 关 键 词： | 卷积模型 参数评估 收敛问题 数学 |
| 收稿时间： | 2005-11-19 |
A Recursive Algorithm and Its Convergence for Parameter Estimation of Convolution Model |
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| Hu Bijin, Wang Dacheng,Lei Ming,.A RECURSIVE ALGORITHM AND ITS CONVERGENCE FOR PARAMETER ESTIMATION OF CONVOLUTION MODEL[J].Acta Mathematica Scientia,2008,28(1):93-100. |
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| Authors: | Hu Bijin Wang Dacheng Lei Ming |
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| Institution: | aInstitute of Information and Calculation Science, Chongqing Jiaotong University, Chongqing400074, China |
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| Abstract: | In this article, the problem on the estimation of the convolution model parameters is considered. The recursive algorithm for estimating model parameters is introduced from the orthogonal procedure of the data, the convergence of this algorithm is theoretically discussed, and a sufficient condition for the convergence criterion of the orthogonal procedure is given. According to this condition, the recursive algorithm is convergent to model wavelet A- = (1, a1,…,aq). |
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| Keywords: | Convolution model parameter estimation recursive algorithm norm of operators convergence |
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