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Avtomatika i Telemekhanika, 1982, Issue 4, Pages 64–71 (Mi at5497)  
Adaptive Systems

A method for identification of autoregression equations by using a priori information

V. A. Morozov

Minsk
Full-text PDF (1058 kB)
Abstract: The paper is concerned with identification of a dynamic plant which is described by an autoregression equation. The available a priori information on the parameters is processed by an algorithm for estimating of unknown parameters of stochastic approximation. Strong consistence of the estimates is proved. Numerical results are given on comparison of the algorithm with the stochastic approximation algorithm.

Received: 28.10.1980
Bibliographic databases:
Document Type: Article
UDC: 62-501.72
Language: Russian
Citation: V. A. Morozov, “A method for identification of autoregression equations by using a priori information”, Avtomat. i Telemekh., 1982, no. 4, 64–71; Autom. Remote Control, 43:4 (1982), 478–484
Citation in format AMSBIB
\Bibitem{Mor82}
\by V.~A.~Morozov
\paper A method for identification of autoregression equations by using a priori information
\jour Avtomat. i Telemekh.
\yr 1982
\issue 4
\pages 64--71
\mathnet{http://mi.mathnet.ru/at5497}
\zmath{https://zbmath.org/?q=an:0522.93065}
\transl
\jour Autom. Remote Control
\yr 1982
\vol 43
\issue 4
\pages 478--484
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