Successive identification of the random-parameter linear dynamic system

D. V. Kashkovskii, V. V. Konev

    Результат исследования: Материалы для журналаСтатья

    2 Цитирования (Scopus)

    Аннотация

    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.

    Язык оригиналаАнглийский
    Страницы (с... по...)1344-1356
    Количество страниц13
    ЖурналAutomation and Remote Control
    Том69
    Номер выпуска8
    DOI
    Статус публикацииОпубликовано - 1 янв 2008

      Fingerprint

    ASJC Scopus subject areas

    • Control and Systems Engineering

    Цитировать