ON IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS IN THE PRESENCE OF MULTIPLICATIVE AND ADDITIVE NOISES IN OBSERVATION.

V. A. Vasil'iev, V. V. Konev

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

    4 Citations (Scopus)

    Abstract

    There is considered the problem of identification of linear dynamic systems in case when the object and the measurement channel are subjected to additive and multiplicative disturbances. The object is described by autoregression process with randomly drifting parameters. The averages of the drifts remain constant and are unknown. For estimating of these averages the sequential method is proposed which ensures desired mean square accuracy under some mild conditions. The distributions of the noises and the drifts are supposed to be unknown and belong to loosely defined classes. The strong consistency and convergence of the sequential estimates in the mean square sense are established.

    Original languageEnglish
    Title of host publicationIFAC Proceedings Series
    EditorsN.K. Sinha, L.A. Telksnys
    Place of PublicationYork, NY, USA
    PublisherPergamon Press, Oxford, Engl & New
    Pages87-91
    Number of pages5
    Edition2
    ISBN (Print)0080334520
    Publication statusPublished - 1987

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    Additive noise
    Dynamical systems

    ASJC Scopus subject areas

    • Engineering(all)

    Cite this

    Vasil'iev, V. A., & Konev, V. V. (1987). ON IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS IN THE PRESENCE OF MULTIPLICATIVE AND ADDITIVE NOISES IN OBSERVATION. In N. K. Sinha, & L. A. Telksnys (Eds.), IFAC Proceedings Series (2 ed., pp. 87-91). York, NY, USA: Pergamon Press, Oxford, Engl & New.

    ON IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS IN THE PRESENCE OF MULTIPLICATIVE AND ADDITIVE NOISES IN OBSERVATION. / Vasil'iev, V. A.; Konev, V. V.

    IFAC Proceedings Series. ed. / N.K. Sinha; L.A. Telksnys. 2. ed. York, NY, USA : Pergamon Press, Oxford, Engl & New, 1987. p. 87-91.

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

    Vasil'iev, VA & Konev, VV 1987, ON IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS IN THE PRESENCE OF MULTIPLICATIVE AND ADDITIVE NOISES IN OBSERVATION. in NK Sinha & LA Telksnys (eds), IFAC Proceedings Series. 2 edn, Pergamon Press, Oxford, Engl & New, York, NY, USA, pp. 87-91.
    Vasil'iev VA, Konev VV. ON IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS IN THE PRESENCE OF MULTIPLICATIVE AND ADDITIVE NOISES IN OBSERVATION. In Sinha NK, Telksnys LA, editors, IFAC Proceedings Series. 2 ed. York, NY, USA: Pergamon Press, Oxford, Engl & New. 1987. p. 87-91
    Vasil'iev, V. A. ; Konev, V. V. / ON IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS IN THE PRESENCE OF MULTIPLICATIVE AND ADDITIVE NOISES IN OBSERVATION. IFAC Proceedings Series. editor / N.K. Sinha ; L.A. Telksnys. 2. ed. York, NY, USA : Pergamon Press, Oxford, Engl & New, 1987. pp. 87-91
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