ON SEQUENTIAL IDENTIFICATION OF STOCHASTIC SYSTEMS.

S. E. Vorobeychikov, V. V. Konev

    Research output: Contribution to journalArticle

    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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    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.