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自动化学报 1995
Hard Error Bounds of Transfer Function Estimates and Their Convergence Property
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Abstract:
In this paper, the hard error bounds of transfer function estimates are derived from least-squares like techniques with forgetting factors and the convergence of the bounds are discussed. Under some assumption on the noise bound and the input data, it is shown that the error bound converges to a circle in the complex plane as the number of observed data tends to infinity.