Successive identification of the random-parameter linear dynamic system

D. V. Kashkovskii, V. V. Konev

    Research output: Contribution to journalArticle

    2 Citations (Scopus)

    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 languageEnglish
    Pages (from-to)1344-1356
    Number of pages13
    JournalAutomation and Remote Control
    Volume69
    Issue number8
    DOIs
    Publication statusPublished - 1 Jan 2008

    ASJC Scopus subject areas

    • Control and Systems Engineering

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