Successive identification of the random-parameter linear dynamic system

DOI10.1134/S0005117908080079zbMath1155.93437MaRDI QIDQ1003010

D. V. Kashkovskii, Victor Konev

Publication date: 26 February 2009

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

least-squares methodnumerical modelingdiscrete-time linear stochastic system

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

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Confidence estimation of autoregressive parameters based on noisy data, On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises

Cites Work

• Sequential identification procedures for the parameters of dynamic systems
• The parametric identification methods for many-dimensional linear models in the presence of a priori uncertainty
• Limit laws of a sequence determined by a random difference equation governing a one-compartment system
• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
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