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Avtomatika i Telemekhanika, 1984, Issue 4, Pages 84–94 (Mi at4666)  
Stochastic Systems

Parameter estimation of linear dynamic systems with uncertain observations

V. A. Morozov

Minsk
Full-text PDF (1232 kB)
Abstract: Linear dynamic systems with multiplicative noise are studied. By using an amplified law of large numbers convergence almost surely of least square estimates is proved.
A modified least square algorithm and algorithms for determining the parameters in the Bernulli distribution are proposed. Results of numerical experiments are given.

Received: 03.03.1982
Bibliographic databases:
Document Type: Article
UDC: 62-501.72
Language: Russian
Citation: V. A. Morozov, “Parameter estimation of linear dynamic systems with uncertain observations”, Avtomat. i Telemekh., 1984, no. 4, 84–94; Autom. Remote Control, 45:4 (1984), 483–491
Citation in format AMSBIB
\Bibitem{Mor84}
\by V.~A.~Morozov
\paper Parameter estimation of linear dynamic systems with uncertain observations
\jour Avtomat. i Telemekh.
\yr 1984
\issue 4
\pages 84--94
\mathnet{http://mi.mathnet.ru/at4666}
\zmath{https://zbmath.org/?q=an:0557.93062}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 4
\pages 483--491
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