Abstract
Explicit formulas are constructed for sequential estimates of the parameters of processes with discrete and continuous time. The influence of linear constraints involving a parameter on the quality of estimation is studied. The exposition is illustrated with numerical examples.
| Original language | English |
|---|---|
| Pages (from-to) | 121-127 |
| Number of pages | 7 |
| Journal | Engineering cybernetics |
| Volume | 18 |
| Issue number | 4 |
| Publication status | Published - Jul 1980 |
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ASJC Scopus subject areas
- Engineering(all)
Cite this
Vorobeychikov, S. E., & Konev, V. V. (1980). ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS. Engineering cybernetics, 18(4), 121-127.