Successive identification of the random-parameter linear dynamic system

D. V. Kashkovskii, V. V. Konev

Research output: Contribution to journal › Article

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

Fingerprint

ASJC Scopus subject areas

Control and Systems Engineering

Cite this

Kashkovskii, D. V., & Konev, V. V. (2008). Successive identification of the random-parameter linear dynamic system. Automation and Remote Control, 69(8), 1344-1356. https://doi.org/10.1134/S0005117908080079

@article{b9e14726a31b4df4a60b8115dc458301,

title = "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.",

author = "Kashkovskii, {D. V.} and Konev, {V. V.}",

year = "2008",

month = "1",

day = "1",

doi = "10.1134/S0005117908080079",

language = "English",

volume = "69",

pages = "1344--1356",

journal = "Automation and Remote Control",

issn = "0005-1179",

publisher = "Maik Nauka-Interperiodica Publishing",

number = "8",

}

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.

UR - http://www.scopus.com/inward/record.url?scp=50149113956&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=50149113956&partnerID=8YFLogxK

U2 - 10.1134/S0005117908080079

DO - 10.1134/S0005117908080079

M3 - Article

AN - SCOPUS:50149113956

VL - 69

SP - 1344

EP - 1356

JO - Automation and Remote Control

JF - Automation and Remote Control

SN - 0005-1179

IS - 8

ER -

Access to Document

10.1134/S0005117908080079