ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS.

S. E. Vorobeychikov, V. V. Konev

    Research output: Contribution to journal › Article

    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 languageEnglish
    Pages (from-to)121-127
    Number of pages7
    JournalEngineering cybernetics
    Volume18
    Issue number4
    Publication statusPublished - Jul 1980

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    Stochastic systems

    ASJC Scopus subject areas

    • Engineering(all)

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    Vorobeychikov, S. E., & Konev, V. V. (1980). ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS. Engineering cybernetics, 18(4), 121-127.

    ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS. / Vorobeychikov, S. E.; Konev, V. V.

    In: Engineering cybernetics, Vol. 18, No. 4, 07.1980, p. 121-127.

    Research output: Contribution to journal › Article

    Vorobeychikov, SE & Konev, VV 1980, 'ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS.', Engineering cybernetics, vol. 18, no. 4, pp. 121-127.
    Vorobeychikov SE, Konev VV. ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS. Engineering cybernetics. 1980 Jul;18(4):121-127.
    Vorobeychikov, S. E. ; Konev, V. V. / ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS. In: Engineering cybernetics. 1980 ; Vol. 18, No. 4. pp. 121-127.
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