Identification by the method of organized search (Q1390532)

The author studies the problem of estimating an unknown vector, \(\theta\), in a linear dynamic system satisfying a discrete-time equation. The proposed method is based on the multimodel approach, taking into account a prior parametric domain where the vector \(\theta\) is located, covering of the domain by a grid of nodes and organized search through these nodes. The prior parametric domain is sequentially reduced by a statistical rule. The nodes that can be assumed to be near the sought vector \(\theta\) are determined.