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Avtomatika i Telemekhanika, 2008, Issue 8, Pages 82–95 (Mi at706)  
This article is cited in 3 scientific papers (total in 3 papers)

Stochastic Systems

Successive identification of the random-parameter linear dynamic system

D. V. Kashkovskii, V. V. Konev

Tomsk State University
Full-text PDF (240 kB) Citations (3)
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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.
Presented by the member of Editorial Board: V. A. Lototskii

Received: 04.04.2006
English version:
Automation and Remote Control, 2008, Volume 69, Issue 8, Pages 1344–1356
DOI: https://doi.org/10.1134/S0005117908080079
Bibliographic databases:
Document Type: Article
PACS: 02.50.Fz
Language: Russian
Citation: D. V. Kashkovskii, V. V. Konev, “Successive identification of the random-parameter linear dynamic system”, Avtomat. i Telemekh., 2008, no. 8, 82–95; Autom. Remote Control, 69:8 (2008), 1344–1356
Citation in format AMSBIB
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\paper Successive identification of the random-parameter linear dynamic system
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\pages 1344--1356
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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