Successive identification of the random-parameter linear dynamic system

D. V. Kashkovskii, V. V. Konev

    Результат исследований: Материалы для журналаСтатья

    2 Цитирования (Scopus)

    Выдержка

    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
    Число страниц13
    ЖурналAutomation and Remote Control
    Том69
    Номер выпуска8
    DOI
    СостояниеОпубликовано - 1 янв 2008

    Отпечаток

    Stochastic systems
    Dynamical systems

    ASJC Scopus subject areas

    • Control and Systems Engineering

    Цитировать

    Successive identification of the random-parameter linear dynamic system. / Kashkovskii, D. V.; Konev, V. V.

    В: Automation and Remote Control, Том 69, № 8, 01.01.2008, стр. 1344-1356.

    Результат исследований: Материалы для журналаСтатья

    Kashkovskii, D. V. ; Konev, V. V. / Successive identification of the random-parameter linear dynamic system. В: Automation and Remote Control. 2008 ; Том 69, № 8. стр. 1344-1356.
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