Successive identification of the random-parameter linear dynamic system

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	https://doi.org/10.1134/S0005117908080079
Publication status	Published - 1 Jan 2008

ASJC Scopus subject areas

Control and Systems Engineering

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Successive identification of the random-parameter linear dynamic system

Abstract

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