SEQUENTIAL ESTIMATION OF THE PARAMETERS OF DYNAMIC SYSTEMS WHEN THERE IS INCOMPLETE OBSERVATION.

V. A. Vasil'yev, V. V. Konev

    Research output: Contribution to journalArticlepeer-review

    Abstract

    The problem of constructing sequential estimates of the parameters of recursion processes when there are independent noises is solved. It is shown that sequential estimates have the property of uniform boundedness of the mean-square deviation. As an example, the problem of estimating the parameters of an autoregressive process from noisy observations is examined. It is shown that, if the process is stable, then its parameters can be estimated with a given accuracy.

    Original languageEnglish
    Pages (from-to)74-83
    Number of pages10
    JournalEngineering cybernetics
    Volume20
    Issue number6
    Publication statusPublished - Nov 1982

    ASJC Scopus subject areas

    • Engineering(all)

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