Fixed accuracy identification of partly observable dynamic systms

V. A. Vasil'ev, V. V. Konev

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    1 Citation (Scopus)

    Abstract

    The problem of estimation of the parameters of a multivariate autoregression process of the p-th order in continuous time by noisy observations is considered. The process is assumed to be stable. For estimation of the unknown parameters in the dynamic matrix of the system the sequential method is proposed which gives the estimates with preassigned accuracy in mean square sense. The sequential plans are constructed on the basis of special strong consistent estimates of the parameters defined from general least squares method and may be realized in the real basis of time. The limiting relations binding the random duration of the sequential procedure with the estimation accuracy are obtained.

    Original languageEnglish
    Title of host publicationIFAC Symposia Series - Proceedings of a Triennial World Congress
    EditorsU. Jaaksoo, V.I. Utkin
    Place of PublicationElmsford, NY, United States
    PublisherPubl by Pergamon Press Inc
    Pages179-183
    Number of pages5
    Volume2
    Publication statusPublished - 1991
    EventProceedings of the 11th Triennial World Congress of the International Federation of Automatic Control - Tallinn, USSR
    Duration: 13 Aug 199017 Aug 1990

    Other

    OtherProceedings of the 11th Triennial World Congress of the International Federation of Automatic Control
    CityTallinn, USSR
    Period13.8.9017.8.90

    ASJC Scopus subject areas

    • Engineering(all)

    Cite this

    Vasil'ev, V. A., & Konev, V. V. (1991). Fixed accuracy identification of partly observable dynamic systms. In U. Jaaksoo, & V. I. Utkin (Eds.), IFAC Symposia Series - Proceedings of a Triennial World Congress (Vol. 2, pp. 179-183). Elmsford, NY, United States: Publ by Pergamon Press Inc.

    Fixed accuracy identification of partly observable dynamic systms. / Vasil'ev, V. A.; Konev, V. V.

    IFAC Symposia Series - Proceedings of a Triennial World Congress. ed. / U. Jaaksoo; V.I. Utkin. Vol. 2 Elmsford, NY, United States : Publ by Pergamon Press Inc, 1991. p. 179-183.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Vasil'ev, VA & Konev, VV 1991, Fixed accuracy identification of partly observable dynamic systms. in U Jaaksoo & VI Utkin (eds), IFAC Symposia Series - Proceedings of a Triennial World Congress. vol. 2, Publ by Pergamon Press Inc, Elmsford, NY, United States, pp. 179-183, Proceedings of the 11th Triennial World Congress of the International Federation of Automatic Control, Tallinn, USSR, 13.8.90.
    Vasil'ev VA, Konev VV. Fixed accuracy identification of partly observable dynamic systms. In Jaaksoo U, Utkin VI, editors, IFAC Symposia Series - Proceedings of a Triennial World Congress. Vol. 2. Elmsford, NY, United States: Publ by Pergamon Press Inc. 1991. p. 179-183
    Vasil'ev, V. A. ; Konev, V. V. / Fixed accuracy identification of partly observable dynamic systms. IFAC Symposia Series - Proceedings of a Triennial World Congress. editor / U. Jaaksoo ; V.I. Utkin. Vol. 2 Elmsford, NY, United States : Publ by Pergamon Press Inc, 1991. pp. 179-183
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