关键词: 内部精度, 外部精度, 随机模型, 自适应参数估计

Abstract:

The stochastic model can be adaptively adjusted according to inner precision, external accuracy and semi external accuracy. The statistics correspond to the adaptive estimation developed these years are analyzed respectively at first. It is shown by analysis that the existing adaptive parameter estimators are related to the inner precision, external accuracy and semi external accuracy. Thus the corresponding adaptive estimators are divided into inner precision-based, external accuracy-based and semi external accuracy-based adaptive estimators respectively. The characteristics of the different adaptive estimators are analyzed. Some examples are performed for analyzing their main properties. Finally, the premise of applications and some existed problems are pointed out.

Key words: inner precision, external accuracy, stochastic model, adaptive parameter estimation