Abstract
For the case of unknown parameters that are subject to noise, a successive algorithm for identification of the discrete-time linear stochastic system was proposed. Special selection of a random instant of observation abortion in the least-squares method enabled determination of the theoretical boundary of the root-mean-square precision of the vector estimator which is inversely proportional to the procedure parameter defining its duration. The results of numerical modeling were presented.
| Original language | English |
|---|---|
| Pages (from-to) | 1344-1356 |
| Number of pages | 13 |
| Journal | Automation and Remote Control |
| Volume | 69 |
| Issue number | 8 |
| DOIs | |
| Publication status | Published - 1 Jan 2008 |
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ASJC Scopus subject areas
- Control and Systems Engineering
Cite this
Successive identification of the random-parameter linear dynamic system. / Kashkovskii, D. V.; Konev, V. V.
In: Automation and Remote Control, Vol. 69, No. 8, 01.01.2008, p. 1344-1356.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Successive identification of the random-parameter linear dynamic system
AU - Kashkovskii, D. V.
AU - Konev, V. V.
PY - 2008/1/1
Y1 - 2008/1/1
N2 - For the case of unknown parameters that are subject to noise, a successive algorithm for identification of the discrete-time linear stochastic system was proposed. Special selection of a random instant of observation abortion in the least-squares method enabled determination of the theoretical boundary of the root-mean-square precision of the vector estimator which is inversely proportional to the procedure parameter defining its duration. The results of numerical modeling were presented.
AB - For the case of unknown parameters that are subject to noise, a successive algorithm for identification of the discrete-time linear stochastic system was proposed. Special selection of a random instant of observation abortion in the least-squares method enabled determination of the theoretical boundary of the root-mean-square precision of the vector estimator which is inversely proportional to the procedure parameter defining its duration. The results of numerical modeling were presented.
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UR - http://www.scopus.com/inward/citedby.url?scp=50149113956&partnerID=8YFLogxK
U2 - 10.1134/S0005117908080079
DO - 10.1134/S0005117908080079
M3 - Article
VL - 69
SP - 1344
EP - 1356
JO - Automation and Remote Control
JF - Automation and Remote Control
SN - 0005-1179
IS - 8
ER -