论文信息 - Convergence analysis of a recursive prediction error method.

Convergence analysis of a recursive prediction error method.

Abstract A convergence analysis is performed for a recursive prediction error algorithm discretised using the midpoint integration method. Several conditions are formulated such that the stability of an associated differential equation can be tied to the local and global convergence properties of the algorithm. This shows that convergence to the true parameters is possible. The theoretical analysis of this paper is complemented by numerical example.

Soma Tayamon | TorbjÃ¶rn Wigren

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