SEQUENTIAL ESTIMATION OF THE PARAMETERS OF DYNAMIC SYSTEMS WHEN THERE IS INCOMPLETE OBSERVATION.

V. A. Vasil'yev, V. V. Konev

    Результат исследований: Материалы для журналаСтатья

    Аннотация

    The problem of constructing sequential estimates of the parameters of recursion processes when there are independent noises is solved. It is shown that sequential estimates have the property of uniform boundedness of the mean-square deviation. As an example, the problem of estimating the parameters of an autoregressive process from noisy observations is examined. It is shown that, if the process is stable, then its parameters can be estimated with a given accuracy.

    Язык оригиналаАнглийский
    Страницы (с-по)74-83
    Число страниц10
    ЖурналEngineering cybernetics
    Том20
    Номер выпуска6
    СостояниеОпубликовано - ноя 1982

    ASJC Scopus subject areas

    • Engineering(all)

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