ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS.

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

ASJC Scopus subject areas

Engineering(all)

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title = "ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS.",

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.",

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ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS.

Abstract

ASJC Scopus subject areas

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