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 |
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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 |
ASJC Scopus subject areas
- Control and Systems Engineering