This article proposes the methods of parameter estimation and state estimation to calculate state space systems with delay. Associating the properties of linear conversion and shift operators, the state space model can be equal to the standard state space model, which can then be converted into the recognition model. The proposed stochastic gradient method is brought to calculate the system and converge to the recursive least squares estimates for state space models. Finally, one example is proposed to certify the theorems of this paper.
更多
查看译文
关键词
state estimation,stochastic gradient algorithm,time-delay