By means of the correlation method, sequential plans are constructed for estimating the parameters of a random process, described by a p-order stochastic differential equation. This plans guarantee the estimation of unknown parameters with a specified root-mean-square accuracy in the case, when the characteristic polynomial has roots with both positive and negative real components.
|Number of pages||14|
|Journal||Problemy Peredachi Informatsii|
|Publication status||Published - Oct 1992|
ASJC Scopus subject areas
- Electrical and Electronic Engineering