Successive identification of the random-parameter linear dynamic system

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 bound...

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Bibliographic Details
Published inAutomation and remote control Vol. 69; no. 8; pp. 1344 - 1356
Main Authors Kashkovskii, D. V., Konev, V. V.
Format Journal Article
LanguageEnglish
Published Dordrecht SP MAIK Nauka/Interperiodica 01.08.2008
Subjects
CAE) and Design
Calculus of Variations and Optimal Control; Optimization
Computer-Aided Engineering (CAD
Control
Mathematics
Mathematics and Statistics
Mechanical Engineering
Mechatronics
Robotics
Stochastic Systems
Systems Theory
02.50.Fz
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ISSN0005-1179
1608-3032
DOI10.1134/S0005117908080079

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Summary: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.
ISSN:0005-1179
1608-3032
DOI:10.1134/S0005117908080079