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Avtomatika i Telemekhanika, 1981, Issue 5, Pages 67–74 (Mi at5803)  
Stochastic Systems

Obtaining conditional distributions in identification of nonlinear system parameters

N. M. Grevtsov, E. V. Kosterina, I. O. Mel'ts

Moscow
Full-text PDF (1396 kB)
Abstract: The problem discussed in the paper is identification of parameters for a continuous stochastic system of a specified structure from discrete measurement. To compute conditional distributions, an analytical dependence of these distributions on measurements and phase coordinates is used in combination with statistical modeling of the system. The procedure is effective provided that analytical formulae are obtained for conditional distributions of measurements with fixed phase coordinates.

Received: 29.04.1980
Bibliographic databases:
Document Type: Article
UDC: 62-501.72:62-501.5
Language: Russian
Citation: N. M. Grevtsov, E. V. Kosterina, I. O. Mel'ts, “Obtaining conditional distributions in identification of nonlinear system parameters”, Avtomat. i Telemekh., 1981, no. 5, 67–74; Autom. Remote Control, 42:5 (1981), 609–615
Citation in format AMSBIB
\Bibitem{GreKosMel81}
\by N.~M.~Grevtsov, E.~V.~Kosterina, I.~O.~Mel'ts
\paper Obtaining conditional distributions in identification of nonlinear system parameters
\jour Avtomat. i Telemekh.
\yr 1981
\issue 5
\pages 67--74
\mathnet{http://mi.mathnet.ru/at5803}
\zmath{https://zbmath.org/?q=an:0468.93080}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 42
\issue 5
\pages 609--615
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