A recursive algorithm and its convergence for parameter estimation of convolution model

作者：Bijin Hu^*; Dacheng Wang; Ming Lei

来源：Acta Mathematica Scientia, 2008, 28(1): 93-100.

DOI：10.1016/S0252-9602(08)60010-7

• convolution model
• parameter estimation
• recursive algorithm
• norm of operators
• convergence

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, alpha(1), ... , alpha(q)).

• 出版日期2008-1
• 单位重庆交通大学